LogFAQs > #948960063

The Hyperion Cantos has some heavy religious themes. It's based on Christianity but with its own unique spin.

The Broken Earth trilogy takes place in a fantasy universe that is culturally controlled by zealots. I don't think it directly names any religion, but the cultural and authoritarian belief system can easily be seen as parallels.

The Left Hand of Darkness has a pretty in depth cultural exploration of a particular group of humans on a distant planet with their own unique beliefs.

A Song of Ice and Fire is a dense series, so deep-diving into religion isn't the primary focus, but the world building is so excellent that it deserves a mention here. Multiple fantasy religions with their own developed belief systems, practices, sacraments, etc. It's a slow drip of information and the series isn't complete, but might scratch your itch.