"Adherents.com is a growing collection of over 43,870 adherent statistics and religious geography citations: references to published membership/adherent statistics and congregation statistics for over 4,200 religions, churches, denominations, religious bodies, faith groups, tribes, cultures, movements, ultimate concerns, etc. The religions of the world are enumerated here."
US State Dept. Annual Report to Congress - this report describes the status of religious freedom in every country. It looks at government policies violating religious belief and practices of groups, religious denominations and individuals coverage is from 2001 forward