Here is a cool graph Michael Bell put together. I’ll let you look at it, then explain what’s going on.
This information comes from a 2008 Pew study. The top bar shows the percentage of Americans in the 2008 survey who indicated they were raised in the given religion. As you can see, a lot of people indicated that grew up Catholic or Evangelical. The Mainline bar is a bit smaller and None, Black Protestant, and Other are quite a bit smaller.
On the bottom you get the percentage of Americans who said they presently belong to each religion. So if you look from top to bottom you can see how well each group has retained its young. Evangelical and Mainline get a little bit smaller, Catholic a lot smaller. The only group to get much bigger is the None.
What makes this graph really interesting is that it also shows the transfer among different groups. Take a minute to study the colors and see who is going where. As for Evangelicals, they gain a good deal from Catholics and some from None and Mainline. But on the other hand they lose more to None than the gain.