This reflective essay focuses upon the theoretical problem of explaining religious change in medieval and early modern Europe without perpetuating inherited paradigms of progress and modernization. First, it assesses and challenges prevailing models of periodization through an analytical overview of recent historiographical interpretations of four interconnected processes: conversion and Christianization, reform and reformation, “disenchantment” and desacralization, and religious persecution and pluralization. Secondly, it examines the consequences of the range of methodological approaches and conceptual frameworks adopted by scholars of these topics, together with the impact of interdisciplinary tendencies and influences. Thirdly, it explores the strengths and weaknesses of thinking less in terms of linear historical development than in terms of a series of cycles of religious change. A critical theme underpinning the discussion is the insight that the epistemological conventions that shape our understanding of the past are the product of the very religious and intellectual movements that are the subject of our study.