No religion can also include people who consider themselves Christian but don't belong to any particular denomination or attend a church.
At least people have used it that way in the past in Canada even though it's not accurate.
Our Census is now quite explicit and specifies that people not use it that way so in statistics in Canada after 2004 No religion will refer to non believers and deists, pantheists but not anyone who follows a specific religious doctrine.
It will not include all atheists though because there are spiritual and religious atheists. Some Buddhist religious doctrines are atheist as are the Jains (no Gods but they believe in Dualism - separation of mind and spirit).