Pew analyzed international data and found that individuals who are actively religious have different behaviors than others in their nation in a number of countries:

It appears that religiosity affects certain areas more consistently – particularly smoking, voting, happiness, and participation in nonreligious organizations – than others even as these relationships between religiosity and health, well-being, and prosocial behaviors can differ across countries. Of course, why some of these relationships and not others exist, even in the same categories like the example that the more religious do not smoke but religiosity has no impact on obesity or exercise, gets more complicated…