http://religions.pewforum.org/reports
Recently stumbled across this. I know many here are not from the states but I found this interesting and thought others here might as well. This report is from 2008, so it's fairly recent.
I was pretty creeped-out and surprised that the single largest religious group in the US is Evangelicals. Maybe I shouldn't be too surprised given the all these lovely Tea Partiers and what not.
I also found this interesting:
"Jehovah's Witnesses have the lowest retention rate of any religious tradition. Only 37% of all those who say they were raised as Jehovah's Witnesses still identify themselves as Jehovah's Witnesses."