Wikipedia actually has an article on the group: Two by twos. It's an anti-institutional-church "denomination" that formed at the end of the 19th century in Ireland, coming out of the Holiness movement. They reject many traditional Christian beliefs, such as the Trinity.
As for its current membership, it appears to be focused in North America, Europe, and Australia. Wikipedia lists registered names for the group in the countries of the United States, Canada, the United Kingdom, Sweden, and Australia. Estimates of the number of members worldwide vary widely, from several hundred thousand to a few million. Wikipedia quotes several sources:
During the 1980s, the Sydney Morning Herald gave an estimate of between 1 and 4 million members worldwide,(Gill 30 June 1984, p. 37) while a 2001 estimate put Australian membership at 70,000.(Giles 25 July 2001, p. 014) A sociology masters thesis from 1964 estimated U.S. membership at 300,000 to 500,000 and world membership as between 1 and 2 million.(Crow 1964, pp. 2, 16) Benton Johnson updated the metrics to arrive at a figure of 48,000 to 190,000 for the United States alone.(Johnson 1995, pp. 43–44) George Chryssides states that membership numbers are uncertain, giving an estimate for the United States during 1998 as ranging from 10,000 to 100,000 and a worldwide membership probably three times that figure.(Chryssides 2001b, pp. 330–331) Estimates in other reference materials fall somewhere in between these. (source)