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The first attempts to properly document the population happened in Elizabethan times - when everyone belonged to one religion. So the state's task was done through the parish registers of births, marriages and deaths.
When religious upheavals left us with a patchwork of sects the head-counting still had to be done - and it wasn't until the 1830's that government caught up with the idea that they should do it.
So your methodists, catholics , Inghamites, unitarian and so on all kept registers of their congregations.
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