A man dies and goes to Heaven. St. Peter says, "What denomination are you so we can guide you to the right area?" and the man says, "I guess I don't belong here, I never went to church." St. Peter says, "We don't make mistakes, if you're here you belong. Why don't you take a few days and explore, come back and let me know where you want to be, okay?" And the man goes off to explore.
He hangs out with different denominations of Christians for a while, and likes them okay, but he just doesn't feel at home. Then he tries out Islam for a while, and it's nice, but not for him. Judaism draws him in for a bit, and again he likes the people and doesn't have any specific objections, but it's just not his cup of tea, so he moves on. Eastern religions are great, and make him feel good like the others, but he's about to give up when he stumbles on this little backroom, kind of out of the way. There's bunches of smokers crowded around the door, and everybody is laughing. When he goes inside he smells fresh coffee and sees a room full of people talking, laughing, crying, hugging, praying and commiserating. It feels just right after he mingles for a while, so he hurries back to St. Peter.
"I found them," he says, "I want to be with the people in that little backroom over by the gates. What are they called?" he asks. "We don't know," says St. Peter, "they won't tell us."