This paper carries out a comparative analysis of the religious beliefs and practices of residents in France, Spain, the United Kingdom, and the United States of America, using two waves of the World Values Survey. The main objective is to investigate the impact that secularization has had on the religious experience in these countries. More specifically, the prospection is carried out around the Christian creed in its Protestant and Catholic manifestations, understood as the majority beliefs in these countries. To carry out this task, we compiled a series of data distributed around the following categories: Contextualization: The importance of religion within different aspects of life; level of religiosity and membership in religious denominations; the sphere of beliefs: Belief in God, belief in life after death, belief in hell, and belief in heaven; scope of practices; and the nones. Subsequently, we carry out an explanatory-interpretative analysis articulated around four questions or challenges faced by these religious forms in the context of secularization: 1. The crisis of Christianity; 2. the thesis of European exceptionalism; and 3. the rise of the nones. In conclusion, the data analyzed allow us to affirm—with nuances—the following: 1. The existence of a process of dechurching in the heart of Christianity; 2. the confirmation that the European case is exceptional if we compare it with other trends or other cultural programs of secularization; 3. that the area of greatest dechurching is linked to community practice, something that allows this research to adhere to Davie’s thesis, which defines the current religious situation as believing without belonging; and 4. as a consequence of the process of dechurching, there is a rise of a social group without religious adscription: The nones.