I'm currently researching material for a book I hope to eventually write, and a key component of the story is Caribbean spirituality in all its forms. A cursory search has led me to references of Voodoo, Santeria, Winti, Obeah, Palo, Kumina, and some really interesting branches of Catholicism.
Basically, there's a whole lotta stuff out there. I'm very much aware that I'm not a professional historian, however, and I really want to make sure I'm doing this material justice. If there's anyone on AskHistorians that has actually studied Caribbean spiritual practices - especially in the late nineteenth and early twentieth centuries (let's say, up to the start of WWI) - I would love to know details.
How were they organised? Were the delineations between different expressions of spirituality (e.g. Santeria, Vooodoo, and Obeah) very strict? What did the different groups think of each other? What was the Catholic Church's opinion of these faiths?
I can really only comment on Haiti but I highly recommend Kate Ramsey's book The spirits and the law: Vodou and power in Haiti. It talks specifically about the interactions between Catholicism and Vodou (which itself is a mix of West African traditions, Catholicism, and its own internal developments.) She focuses on the political and legal interactions as a lens for understanding how both religions were understood and practiced historically.
Between 1835-1987 "spells" and "superstitious rituals" were officially outlawed in Haiti. On the eve of the revolution there were a number of different groups in Haiti - it wasn't as simple as white slave owners and black slaves. There were grands blans (the plantation owners & other rich white French), petits blans (the not rich white French), gens de couleur AKA free persons of color (some of whom were quite rich), and the black slaves. And of course there were maroons. There were tensions between pretty much all of those groups. The condition for slaves, however, was incredibly poor and their high death rate meant they needed to constantly import replacement slaves. The enslaved weren't tabula rasa, of course, and they brought their religious beliefs with them. So it isn't surprising that their religious beliefs played a role in the initial insurrection that became the revolution. But before that the colonial government recorded problems that the slave owners encountered. For example, in the early 1700s there were panics that slave sorcerers were poisoning their masters so any slaves that were suspected of such were being put to death. Numerous ordinances were made in the late colonial period about sorcerers and diviners because it was such a concern. But even after the revolution, Vodou remained a state concern. When Petion died in 1818 Boyer took over and he tried to create a solid coherent legal code. Part of that included outlawing Vodou which included specific religious terms, practicing "sorcery" or divination, or making or owning dress & items assumed to be used for such things. These laws weren't enforced consistently, though, especially in rural areas. Up through the 1900s, though, the state would periodically work with the Catholic Church to root out Vodou practices and force people to destroy their altars & swear an oath in order to get a card that allowed them to get sacrament. And of course when the US Marines occupied Haiti new tensions arose (as did lots of sensational stories in the US popular press.) But there were intellectual elites who tried to reclaim the folk as the authentic Haiti but in some ways remove the religious aspects (they were highly influenced by Marx - see Masters of the Dew).
Anyway, I don't really know what you are looking for specifically but her book would be very useful if you wanted to understand what it would be like to practice Vodou in Haiti from the colonial period up through the mid 1900s. There are a few journal articles too, which might interest you.
Also, this book might be useful though it isn't specifically about religion: Heywood, Linda M., and John K. Thornton. Central Africans, Atlantic creoles, and the foundation of the Americas, 1585-1660. Cambridge University Press, 2007.
If you want to know more about Vodou in contemporary Haiti I can give you tons of reading suggestions.
I just returned from Santiago de Cuba and took part in a Palo ceremony for Yemanja. I'm sure this looked very much like a ceremony in the late 19th century.