Drawing on our data from the Immigrant Youth and Immigrant Young Adults research projects as well as our on-going research under the Religion and Diversity programme, we explore the challenges of researching the in-between space that has largely gone unexamined in the social scienti¿c study of religion. How do we make sense of someone who is, as one of our interviewees put it, ‘a little bit Buddhist’? How do we understand such a self-categorization particularly in light of the fact that it remains outside entrenched scholarly categories for understanding religious participation and life? Moreover, public policy and census data both rely on similarly limited understandings of religion, above all in that they assume religious identity to be polar (+/í), single and exclusive. This has translated into conceptual challenges as we design a major programme of research that explores religion and diversity in Canada. Drawing on the work of others who are working on this challenge such as Woodhead, McGuire and Day, we seek to contribute Canadian data and experiences to this discussion.