The Bureau of the Census collected information in the Census of Religious Bodies from 1906-1936. This information was obtained from religious organizations.
Public Law 94-521 prohibits us from asking a question on religious affiliation on a mandatory basis; therefore, the Bureau of the Census is not the source for information on religion.
Some statistics on religion can be found in the Statistical Abstract of the United States, the section on Population.
Other sources for religious data:
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Source: U.S. Census Bureau