The religious demography of Western societies is rapidly changing, especially as people who formerly said they belonged to a religion now say they have no religion. Using survey data from New Zealand, the relationship between religious affiliation, personal religiosity, and attendance at services was explored. It was found that choosing ‘No Religion’ as a label does not equate to having no religious beliefs. Panel data was used to examine how respondents change their religious affiliation. After three years 6% of formerly affiliated respondents answered ‘No Religion’, while 15% of formerly non-religious indicated a religion: However the first group was bigger, which meant a net decrease in affiliation overall. Demographic factors related to these changes were examined. A second survey quantified the extent of religious switching between churches in New Zealand.