Roman Catholics are the only ones who believe in "transubstantiation," but it is not really a doctrine so much as it is an attempt to explain the Real Presence, which is the actual doctrine. Anglicans and Methodists both "officially" believe in the Real Presence, but rank and file members are largely ignorant of it, especially in the U.S. Lutherans believe in something called "consubstantiation," but I am not familiar enough with their tradition to know exactly what that means.
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