In this question they talk about how animals can develop rituals that they thing have some influence in a particular outcome, when in reality there isn't a real connection whatsoever between the performed ritual and the reward they expect as an outcome.
So, I'm curious about whether there are similar studies involving religion.
Update
Let's say we have the soccer players that make the sign of the cross over them before the match begins, and the pigeon that make a circled counter-clockwise before the food is dropped, I'm not sure if I can draw a line separating superstition from religion in that case.