There is a very cool map showing the history of the major religions over the ages at Maps of War. Things like this are very approximate, of course, but it does give the general sense of the geographical spread of religions over time. Of course, it doesn't give one a very good sense of population; and I would criticize it for ignoring Sikhism. But, as I said, it does give one a reasonably good sense of geographical spread, particularly, I think, in the Middle Ages, with the tug-of-war between Christian and Muslim. (Hat-tip: MS)
P. S. Also see the history of the Middle East map, which I think I've linked to before.