The worship of the Priest-Kings is the most prevalent religion on Gor, especially in the civilized lands. Much of this has been previously addressed in the Scrolls Initiate Caste and the Priest-Kings and you can find much information there. The Priest-Kings are seen are vastly powerful and very knowledgeable. Few Goreans would wish to purposefully offend the Priest-Kings. Most Goreans have either seen or heard of the effects of the Flame Death so they have much reason to believe that the Priest-Kings actually exist. They may not know the nature of the Priest-Kings but they rarely debate their existence. The Flame Death is a form of capital punishment imposed by the Priest-Kings and triggered from their stronghold in the Sardar Mountains. A victim seems to spontaneously erupt in blue flames. This is most commonly a punishment for those who violate the Technology and Weapon Laws.
In addition, the Priest-Kings sometimes use the Flame Death just to show their power to the Goreans. This is very effective.
"Occasionally on Gor we destroy a city, selecting it by means of a random selection device. This teaches the lower orders the might of Priest-Kings and encourages them to keep our laws."
"But what if the city has done no wrong?" I asked.
"So much the better," said Misk, "for the Men below the Mountains are then confused and fear us even more--but the members of the Caste of Initiates, we have found, will produce an explanation of why the city was destroyed. They invent one and if it seems plausible they soon believe it." (Priest Kings of Gor, p.123)
The general populace of Gor both fear and respect the Initiate Caste, yet they do so only because the Initiates are alleged to be the messengers and direct servants of the Priest-Kings. The Initiates claim that they speak for the Priest-Kings and further their objectives. As the populace is positive of the great power of the Priest-Kings, they do worry that the Initiates may just be speaking the truth. Thus, to be safe, the populace chooses to generally respect the Initiates. They may ridicule the Initiates behind their backs but they rarely would dare to do so openly, fearful of potential retribution.

There is another religion on Gor that appears to exist, at least in part, in some of the cities of Gor though it is likely more prevalent in the countryside. This small cult, much lesser in numbers and power than the worship of the Priest-Kings, worships the Sun. The books say almost nothing about this cult and it does not appear to possess much significance on Gor.
The barbaric lands also have their own religious beliefs. Some of these cultures acknowledge the existence of the Priest-Kings but they choose to pray to other deities. The Red Hunters appear to be one barbaric culture that does pray to the Priest-Kings. The Initiate Caste tries to eliminate the worship of at least some, if not all, of these other gods. They are fiercely defensive of their primacy on Gor.
The tribes of the Wagon Peoples revere the Priest-Kings but they do not worship them. Instead, they choose to worship the "Spirit of the Sky." In their myth structure, it was Spirit who caused the rains that would form the world, the Peoples and the bosk. Males of the Wagon Peoples will pray only when they are mounted and women are not permitted to pray at all. A man prays to the Spirit as if he was a warrior addressing a Ubar. Thus, the Spirit is seen more as a leader than an actual god. He is someone to respect. To the Wagon People, certain matters are considered holy such as the bosk and one's martial prowess.
The people of Torvaldsland respect the Priest-Kings but they also do not worship them. Torvaldslanders worship gods such as Odin and Thor, gods based on the Norse pantheon of Earth. This helps show the connection of the Earth Vikings to the Torvaldslanders. The Initiate Caste especially despises this religion and harshly punishes anyone they catch worshipping them. They may torture these heretics, boiling them in oil or burning them alive. They might even place a snake into one's mouth, forcing the mouth closed and waiting for the snake to tear its way through one of the cheeks. The worshippers of these gods may be known by the sign of Thor, where they make a fist over their drink. The fist is symbolic of Thor's hammer.
Torvaldsland has its owns priests, called rune-priests. They commonly wear white robes (like Initiates), possess long hair and may have a spiral ring of gold on their left arms. They carry a bag of omen chips, small wood chips that are soaked in the blood of a sacrificial bosk. These chips are thrown like dice, sometimes several times, and interpreted to divine the future. They also often engage in animal sacrifices. They once sacrificed male slave, thralls, but they have ceased doing so. It is now thought that thralls, like urts and tiny tharlarion, are not worthy enough to be sacrificed to the gods. Rune-priests are less organized than the Initiate Caste and the high council of rune-priests rarely meets all at once.