I thought of Baptists at our barbecue when I read this thread too.
Other than when I was a kid, I can't recall ever really being asked what my religion is in conversation. Small town southern Alberta is pretty close to the bible belt of the states. The town I just moved out of, you were either dutch reform, Mormon, or an outcast. You didn't get asked what church you went to though, just if they didn't see you in their congregation, they assumed you were part of the other two options.