All those rights are guaranteed by Constitutional Amendments:
-Freedom of speech and freedom of religion are protected by the First Amendment: "Congress shall make no law respecting an establishment of religion, or prohibiting the free exercise thereof; or abridging the freedom of speech, or of the press; or the right of the people peaceably to assemble, and to petition the Government for a redress of grievances".
In the United States, although practically nothing is prohibited when it comes to freedom of speech, some tactical issues have been banned, such as protesting to destabilize a government or the country, books with the memories of inmates or the so-called obscenity.
About religion, the Establishment Clause prohibits the government from passing laws that establish an official religion or show preference for one religion over another. The Court, however, declared constitutional some government activities related to religion, such as providing bus transportation for students of parochial schools and allowing the application of the "Sunday rest laws". The clause of the free exercise prohibits the government, in most cases, from intervening in the religious practice of the people.
-The right to bear arms is protected by the Second Amendment: "A well regulated militia being necessary to the security of a free state, the right of the people to keep and bear arms shall not be infringed".
This Amendment protects the right of American people to own and bear arms. Thus, the United States is one of the countries with the least limitations in acquiring and carrying firearms.