Association of Religion Data Archives (ARDA)
The ARDA contains many datasets pertaining to religion, including both surveys on religious attitudes and data on denominations and denomination membership. While ARDA's focus is mainly on the United States, it also provides national profiles of the religious compositions of individual countries and cross-national datasets covering topics such as religious freedom, estimates of populations by religion, and relations between the state and religion more generally.
World Christian Database (WCDB)
To quote the database itself, the WCDB "includes detailed information on 9,000 Christian denominations and on religions in every country of the world. Extensive data are available on 232 countries and 13,000 ethnolinguistic peoples, as well as on 5,000 cities and 3,000 provinces." This resource is also available via Databases at Emory.
World Population Prospects
This database is produced by the United Nations' Population Division and contains cross-national data on basic population demographics and vital statistics (e.g. birth and death rates, maternal mortality, population by age and gender and urban/rural areas, median age of population). Data are available in five-year increments back to 1950 and with projections up to 2050. See http://www.un.org/en/development/desa/population/publications/dataset/index.shtml for other data from the Population Division.
World Religion Project World Religion Data
"The World Religion Project (WRP) aims to provide detailed information about religious adherence worldwide from 1945 to 2010. It contains data about the number of adherents by religion in each of the states in the international system. These numbers are given for every half-decade period (1945, 1950,..., 2010). The data record percentages of the state's population that practice a given religion." The data are available at global, regional, and national levels. The files are also available via the Association of Religion Data Archives.