The Danburry Baptists were concerned that the federal government would interfere with them. That they would come in and tell them what they could and could not do. This is what Jefferson was assuring them would not happen (and unfortunately is starting to be what is happening now). The Wall of Separation Jefferson was talking about was a wall keeping government out of religion, not the other way around. This would include the establishment of a national religion. If a national religion were established then it would still be an interference of government in religion.
I am not a scholar on court cases but I will put in my two cents.
Reynolds v. United States: I’m going to leave this to the professors. But I will say that while religion is not an excuse to commit a “crime” the definition of the “crime” is what is of more interest to me. If a muslim engages in an honor killing, its still murder whether he thought it was the right thing to do or not. If, on the other hand, a church preaches against something they believe as sinful but is considered “hate speech” by the government, and they do not engage in force to uphold these values, what crime have they really committed?
As for the other 2, this comes down to Incorporation. The Bill of Rights were limits imposed on the federal government, just as the constitution was. Both were imposed on the government by sovereign states. The order of authority was States over the government. The 14th amendment extended the bill of rights to the states whether intentionally or not. If you look at this Wiki entry and listen to the lectures here, you will see that incorporation was not really exercised until the 1920s. http://en.wikipedia.org/wiki/Incorporation_of_the_Bill_of_Rights In these 2 cases, the first amendment was applied to matters within a state. There was no original constitutional justification for this. In fact, it was directly opposed to the structure of power setup by the states.
For instance, some local towns get in trouble for having a nativity scene during christmas. This is not a violation of anything, but, they say it falls under the first amendment because it has to do with religion. But if that is the case, should we legalize murder because the Bible is against it? After all, isnt that respecting a religion? Basically the whole thing about the first amendment is that government should not interfere with religion. Not that all things related to religion should be forced to be equal. And, originally, this only applied to the federal government, the states could do as they pleased in this area.