The sites listed below are useful starting points, but consider also going directly to the genealogical society for the locality you're researching: a simple web search will often connect you directly to its website, put you in touch with an expert, and even connect you to digitized document collections.
For example, if I'm researching a part of my family that lived in St. Louis, I might begin with the St. Louis Genealogical Society, where I'd find an entire section on Religion History in St. Louis, including essays and bibliographies, and even Church Records.
Similarly, consider consulting the local public library, since public libraries usually provide links to digitized resources for the area. For example, the St. Louis County Library lists links to resources on St. Louis Religious History. Don't hesitate to email or phone the reference department at these public libraries, as the librarians often know a lot about local resources for family history research.
You may be able to find published information about your ancestors’ religious affiliation. Obituaries in newspapers, particularly in the 19th and early 20th centuries, sometimes indicated the decedent’s religious affiliation. Old newspapers are often available on microfilm and sometimes in digital format. For a list of historical newspapers online, go to the HPNL web site under Historical Newspapers. Unfortunately, there are only a limited number of digitized older newspapers available. If there are none available for the area where your ancestors lived, you can still try to find obituaries in newspapers by looking on microfilm or by contacting the local public library in the town where your ancestors lived. You will need to know the exact date of death in order to request an obituary from a public library or to search for an obituary on microfilm.
America's Obituaries and Death Notices claims to be the largest collection of newspaper obituaries and death notices from around the United States.
To find newspapers on microfilm, check our University of Illinois Newspaper Database. You can search on place of publication (city or state) or on keywords from the title.
If you don’t know the death dates of your ancestors, you can check, in addition to family sources, the Social Security Death Index or cemetery records (by e-mailing or writing the cemetery where they are buried), or you can visit the Champaign County Historical Archives at the Urbana Free Library and use their online genealogical sources (such as Ancestry.com).
A surprising number of publications of religious organizations--including directories, minutes of meetings, reports of church bodies, and church histories--are available either in our collections (use the Online Catalog), the Internet Archive or Google Books. Begin with a simple search, like place name and denomination: peoria AND catholic. Directories typically list clergy by parish, as well as treasurers, lay readers, and officers of church societies.
If your ancestors are from a Chicago ethnic group, try using the Chicago Foreign Language Press Survey (a collection of translations from Chicago foreign-language newspapers). Also consider looking at our research guide Chicago: a Social History.
Lots of online genealogical resources are only available commercially--the local public libraries will probably have access to at least some that we don't provide here.
Information about your ancestors' religious affiliations can often be found in obituaries, particularly obituaries from the 19th and early 20th centuries.