databases of statistical information
U.S. Census Bureau
The annual U.S. Statistical Abstract published by the U.S. Census Bureau has some data on religious affliations and church membership.
The Census Bureau is prohibited by law from asking mandatory questions about religion in its surveys, but it does keep a page with links to other sources of information on religious affiliations and churches.
National Council of Churches USA
The yearbook publshed by the National Council of Churches has statistical data on the membership of major church groups in the U.S. and Canada.
However, it is a paid publication that must be ordered. It is not available online.