Thanks! See, I said it was a stupid question
According to the catalogue from West Yorkshire Archives, the only pre-1837 church in Thornhill is St Michael and All Angels. St Paul at Shepley did not come into being until 1848 (marriages from 1850), and there is no church listed for Edge End.

Sarah Ann, Martha and William were all baptised at St Michael and All Angels. Residence in each case is Thornhill or Thornhill Lees. Plus I can see a few other children to these parents:
John baptised 14 January 1838
Mary Johnson baptised 18 July 1841
Sarah Ann baptised 24 December 1843
Joshua baptised 26 December 1847
Martha baptised 31 March 1850
William baptised 11 April 1852
Samuel baptised 27 May 1855
Hannah baptised 23 May 1858
and finally Tom baptised 31 March 1861