There were many religions in Alagaësia. Nearly every culture had a religion which it followed.
The Worshipers of Helgrind were a cult in Dras-Leona who sacrificed body parts in order to become closer to the spiritual world. It was revealed in Inheritance that they did not worship Helgrind, as many believed, but the Ra'zac and the Lethrblaka.
Many humans were superstitious. When Brom was young, he would knock on the doorway every time he entered a room. In Carvahall, whenever someone died, a sprig of hemlock was placed on their chest, an iron amulet was placed around their neck and black pebbles were placed over their eyes.
The Arcaena were a human religious sect that believed in the sanctity of knowledge and that it was imperative to record and preserve any form of knowledge in preparation of an unspecified cataclysm that would destroy all the civilizations of Alagaesia. Though the Empire has no state religion, Galbatorix declared the Arcaena religion heretical and had its followers burned at the stake, most notably Heslant the Monk. Despite this, the Arcaena survived the events of the cycle and currently have a monastery located in the spine.
Like the dwarves, the Urgals appear to believe in a variety of deities and heroes, including Svarvok, Rahna, and Ahno the Trickster. Other beings who feature in Urgal religion include Hegraz, Maghara, and Ënurfala.
The dwarves believed in a variety of deities, whom they made sacrifices to. They also believed that when a dwarf was killed, he must be buried under stone before he could enter the afterlife.
The elves were best described as strongly agnostic in nature, bordering on atheist. They personally believed that there was never any deity, although they were not so arrogant as to say they knew for a fact there weren't and weren't completely opposed to the thought. They preferred to stick with hard facts of the world, things they could hold and observe. Their views appeared to have been influenced and jaded by the condition of the world. Oromis stated that if there was a deity, then that deity was not a good steward of the earth. He pointed out several examples: war, death, and the corrupt rule of Galbatorix.