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This study examines the religious affiliation and participation of immigrants from a large-scale, comparative perspective. I propose a “specific migration” framework, in which immigrants' religiosity is an outcome of both individual characteristics and contextual properties related to immigrants' country of origin, country of destination, and combinations of origin and destination (i.e., communities). I use notions discussed in the religion and migration literature that fit into this scheme. To test these ideas, I collected and standardized 20 existing surveys on immigrants in eight Western countries, yielding about 38,000 immigrants. Applying multilevel models, I found, among other things, that: (1) immigrants from countries with higher levels of modernization express lower levels of religious commitment; (2) immigrants in religious countries are more religious themselves; and (3) the well-documented higher levels of religious commitment among women is not generalizable to immigrants.