Religion in the pokemon world revolves around legendary pokemon; different regions usually worship different legendaries.

There are two legendary pokemon that every variation agrees are all-powerful, however; one is Arceus, accepted as the creator of the universe and the first pokemon. The other is Mew, accepted as the ancestor of all pokemon. Pokemon have many mysteries surrounding them (for example, how they faint instead of die) and it is believed that Mew is the reason for this.

The Sinnoh region is the most religious, with many worshipping every legendary known. It is said that a past champion, Cynthia (a Sinnohan), had once talked to Arceus atop Spear Pillar. For this reason, Spear Pillar is considered the holiest building of the globe, and millions visit it yearly.

In the end, Religion doesn't play a major role in the world, and is simply an acknowledgment of the power of legendary pokemon and their influence over our world.