Parish registers: Christenings (1720-1959), Marriages (1733-79, 1788-1993) Banns (1827, 1855, 1869-1994), Burials (1723-1972) at Pem.RO
MF copies CMB (1720-1812) at NLW
Bishops' Transcripts, covering the period (1799-1810, 1812-16, 1818-70) are at the National Library of Wales, and have been microfilmed by the LDS - Call Number: 0105214.
Dyfed FHS have published a series of indexes of baptisms, marriages and burials from Pembrokeshire hundreds for various periods.
See Bap/Mar/Bur data on FreeReg
Nonconformist Chapels: None found but see under Haverfordwest, St Mary's for chapels in Cartlett but apparently within that parish