We present three datasets from a project about the relationship between death anxiety and religiosity. These include data from 1,838 individuals in the United States (n = 813), Brazil (n = 800), Russia (n = 800), the Philippines (n = 200), South Korea (n = 200), and Japan (n = 219). Measures were largely consistent across samples: they include measures of death anxiety, experience of and exposure to death, religious belief, religious behaviour, religious experience, and demographic information. Responses have also been back-translated into English where necessary, though original untranslated data are also included.