Well, some already have, but with the propect of pro-abortion candidate Rudolph Giuliani being the Republican nominee, some on the Religious Right are considering a third party candidate:
The group making the threat, which came together Saturday in Salt Lake City during a break-away gathering during a meeting of the secretive Council for National Policy, includes Dr. James Dobson of Focus on the Family, who is perhaps the most influential of the group, as well as Tony Perkins of the Family Research Council, the direct mail pioneer Richard Viguerie and dozens of other politically-oriented conservative Christians, participants said. Almost everyone present expressed support for a written resolution that “if the Republican Party nominates a pro-abortion candidate we will consider running a third party candidate.”...
A revolt of Christian conservative leaders could be a significant setback to the Giuliani campaign because white evangelical Protestants make up a major portion of Republican primary voters. But the threat is risky for the credibility of the Christian conservative movement as well. Some of its usual grass-roots supporters could still choose to support even a pro-choice Republican like Mr. Giuliani, either because they dislike the Democratic nominee even more or because they are worried about war, terrorism and other issues.
Leaving the GOP is a sensible solution. How many times have we heard the imperative that we need just one more Supreme Court nominee from the GOP to turn the tide, yet the current court is composed of seven Republican nominees to only two from the Democrats. But in the end, if the Religious Right does pull out, the impact would be slight as I don't think they really have their heart in it.They've been conditioned for too long to imagine the GOP is the solution despite the fact that they have rarely delivered/