The Allen County Public Library has a great guide to church records in their collection. Even if you are unable to go to Allen County this handout is a great list of what record collections, inventories and directories exist that may be of help to you as you learn more about your ancestor's religion and what records exist.
You can find this six page guidebook at http://www.acpl.lib.in.us/genealogy/12church.pdf . It is a pdf so you will need Adobe Acrobat, which is a free download, in order to view it.
Remember, if you see something in this guide that you want to read, either a book or microfilm, you might want to check out World Cat, www.worldcat.org, to see what libraries near you might have the same resource.