This paper is a draft of the introduction to the chapter on voluntary, nonprofit, and religious entities and activities slated to appear in the Millennial Edition of Historical Statistics of the United States (forthcoming, Cambridge University Press). Conceding the various problematic definitions of the "nonprofit sector," the essay offers a rationale for the broadly inclusive approach to the selection of historical statistics of institutions and activities presented in the chapter. In addition, it reviews the challenges and opportunities for researchers working on the statistical aspects of nonprofit, voluntary, and religious organizations. The essay includes samples of the statistical series that will appear in HSUS. This publication is Hauser Center Working Paper No. 14. The Hauser Center Working Paper Series was launched during the summer of 2000. The Series enables the Hauser Center to share with a broad audience important works-in-progress written by Hauser Center scholars and researchers.