USA today produced this interesting interactive map Shifting Religious Identities which renders and makes visual data from the American Religious Identification Survey (ARIS) conducted by Trinity College scholars. The data, report and methodology from/of this survey are available to the public.  In addition, the project makes available previous surveys with their associated documentation in their archive.

In Canada, the Statistics Canada Census collects this information by

religious affiliation only, regardless of whether respondents actually practice their religion. Data on the frequency of attendance at religious services have been collected by Statistics Canada’s General Social Survey since 1986. The survey samples adults aged 15 and over living in private households in the 10 provinces (1).

The 2001 overview provides some interesting data, a bit dated, only at the provincial and community scale and not rendered in an interesting way.  If you want more detail you must purchase it.  A map like the USA Today one could be rendered with what is made available but alas Canadian newspapers are no way near as savvy as the ones in the US when it comes to data visualization, let alone talking about and using statistics!

Contradicting the StatCan quote above,

the census has been collecting data on religion since 1871. Since this question is asked in decennial censuses (every 10 years), it was last asked in 2001 and was not included on the 2006 Census questionnaire. (2)

That question is also only asked to 20% of the population that fills out the Census.  Some general information is available for free in the Community Profiles on a location by location basis but not for small census geographies and not for many communities at the same time.  Those data at those geographies are available to fee paying citizens.

Perhaps Canadian churches, mosques, synagoges, gudwaras, temples etc. can pass the data donation basket to purchase some of this information!