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In this article we analyze the effects of religious, political, socioeconomic, and demographic variables on religious Americans' propensity to identify with religio‐political movements. Using data from the 2013 Economic Values Survey collected by the Public Religion Research Institute (PRRI), we sort nonsecular Americans into four categories: religious right, religious left, both religious right and religious left, or neither religious right nor the religious left. We estimate a multinomial logit model in which we depict religio‐political identification as a function of religious affiliation, worship attendance, religious embeddedness, religious convictions, political attitudes, and socioeconomic and demographic controls. We find that a wide range of religious, political, and socioeconomic/demographic variables affect individuals' identification with the religious right and/or religious left. Our empirical results also permit us to analyze the seeming paradox of identifying with both the religious right and the religious left. We find that individuals who identify with both movements come from the ranks of the highly religious, those who believe that being moral requires one to believe in God, Tea Party supporters, strong partisans, those with lower education and income, older individuals, and blacks and Hispanics. [ABSTRACT FROM AUTHOR]