The religions practiced in the GearHead universe are not the same as those we have today. During the age of superpowers organized religion was very nearly extinguished as the governments at that time promoted homogenity and consumerism to counteract fragmentation of their rapidly expanding empires. In the modern age religion has begun to make a comeback; most modern religions have some connection to the past, but are quite different from what has come before.
In (most of) the developed world most people have no religion. Those people who do typically follow highly individualistic, syncretistic faiths. They may study texts from many different PreZero religions in order to glean spiritual truth from all of them, combining aspects of Christianity and Buddhism, Scientology and Shinto. There are a few semi-organized schools of thought, but even these tend to be loose and new-agey by modern standards.
One of the semi-organized religions is a polytheistic/animistic faith which borrows from classical mythology, Hinduism, and Shinto. Another is a monotheistic/nontheistic faith which posits that there is a benevolent force which controls the universe; this one borrows heavily from the Abrahamic religions, and is the religion to which Tama Smitt's family belongs.
On Luna religion is actively oppressed as it conflicts with the state ideology. Most Lunars regard religion as something that only uncultured primitives could take seriously.
The Hwang-Sa Monks are like the Unitarian Universalists; one of their main tasks is the preservation of culture and knowledge, so they do not officially favor any one faith over another. No-one really knows what hed monk Kaema's personal beliefs are, except to say that he's very knowledgeable about many different traditions and has an almost malicious delight in talking in riddles.
In the dead-zone of Earth, many small religions and cults have developed. Exceptionally large or powerful biomonsters may be worshipped as gods, as Ladon was. Clan Iron Wind practices a form of ancestor worship.