My examples are concerning Christianity, but that's because it's the religion I have mainly interacted with.
One Sunday, when I lived in the south of the USA, a bar refused to sell me a beer before noon because it was a local law. I was very angry about it. I'll let this stand for all the examples of "blue" laws that have limited my participation in harmless activities. It may seem trivial, but adding it all up it's significant, I feel.
In the same time period, I met a nice young girl who attended high school with my then step-daughter. Her parents had moved from California and she was not particularly religious. Her life was made a misery by the Christian students who relentlessly tried to "save" her. She didn't convert, and was delighted when her parents moved back to California. The move was not connected to her treatment, I think her father may have had some kind to temporary contract or work assignment. My step-daughter did get converted later in college by one of those evangelical organizations that prey on College students. Since then, she has led a life totally ruled by extreme Christian views, home-schooling her children and so on. I don't think she can be said to be unhappy with all this, but her mother certainly has, with her access to the grand-children being severely limited because her Christianity doesn't match the "true Christianity". She was once told that she was "of the devil"!