Rhode Island has no municipality named Bethlehem. The state's 39 cities and towns include Providence, Warwick, Cranston, Pawtucket, East Providence, Woonsocket, Coventry, Cumberland, North Providence, South Kingstown—and no Bethlehem.
Connecticut's Bethlehem: A town in Litchfield County, population ~3,400, incorporated 1787. Known for its Christmas-card-perfect green, the Abbey of Regina Laudis (Benedictine nuns), and the annual "Bethlehem Christmas Town Festival."
Other U.S. Bethlehems: Pennsylvania (famous for Steel, Christmas City), New Hampshire, Georgia, Indiana, Maryland, West Virginia, New York, Connecticut. Rhode Island is the only New England state without one.