Religion on Oddworld is as much shrouded in mystery just like the denizens who worship. Simply put the majority of non Industrial Native races worship some kind of god or gods. The Religions of Oddworlds races are listed below.
Mudokons religion is bent on nature and the spirits around them, given their shamanistic abilities. They also have many Ancestral Spirits that act as guides. One example is the Three Weirdos. One major figure/god of the Mudokons, that symbolizes great wisdom, is the Almighty Raisin.
Grubb religion in contrast to the Mudokons, seems to be based less on nature and ancestral spirits, and more on a Great Creator. similar to Native Americans, they reference a great creator as their god. Gubbs also hold Steefs to a religious point. Steefs were once their guardians, and in turn they came to almost worship them. In Stranger's Wrath, Grubbs seem to gather around the Stranger and praise him indicating their reverence.