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Overview of the Churches of the Known Worldby Marco Dalmonte
The problem with this kind of base in Mystara is that you don't count the possibility for a deity to influence directly some people to create his own religion or worship from zero.
So the idea that some religions originate from a common base is not always applicable. It's something I discovered after investigating all cults of Mystara.
Let's keep to the Known World and make some speculations, okay?
We know for sure that:
Church of Karameikos is derived from the Church of Thyatis (Jowett was a cleric of the CoT), but it has some differences (else it would still be called Church of Thyatis). Also, the CoK is a philosophical church in GAZ1 and PWA. Only Bruce Heard insists in giving it Immortal patrons in his Dragon article with no apparent explanation.
The Church of Traladara OTOH comes from the old legends regarding the battle of the heroes Halav, Petra and Zirchev against the Beastmen, and it completely disregards the old Traldar faiths which made the base of the Traldar society from which the Traladaran culture originated. This is a perfect example of how immortals and mortal legends can influence a society so much as to completely erase memory of the old faiths and replace it with a new structured church that serves the new society's purposes of unity.
The elves of Alfheim do not have a church. Rather they follow the Way of Ilsundal, which appears as a modified version of the dainrouw (way of Ordana), a religious and ethical philosophy more than a stratified religion. Some Alfheimers also cultivate the cult of Mealiden, but mainly those linked to his lineage (Mealidils and Red Arrows).
The halflings of the Five Shires worship the High Heroes (important hins who attained immortality through their epic deeds during hin history), but there's no trace of temples in the Five Shires and no high patriarch, so there is no organised church. I speculated that the hin priests are in fact the hin storytellers, since storytelling plays such an important part in the halflings' social life and are filled with moral teachings. Also, the meeting places (squares or taverns for example) where they gather to hear the tales of the High Heroes may be considered holy places during these meetings.
We do not know however if the halflings living in other countries do follow the High Heroes or not, so we cannot really say "all hins of Mystara follow the Cult of the High Heroes".
The dwarves likewise have a very informal religion which is kept almost secret and private. They all worship Kagyar (and this is true for at least 95% of outer world dwarves), they have priests among them who however do not go around telling everyone they're clerics of Kagyar. This means that the Dwarvish cult of Kagyar is a very private affair and likely not organised in a hierarchical church (GAZ6 doesn't speak once of any high priest of Kagyar in the dwarves' land, and since this should be considered a very important role, the absence of such character must imply there is none).
The Atruaghins worship some old forefathers and heroes who became one with the spirits, and their philosophical and religious attitude bears many similarities with the Ethengar shamanism to the point that IMO we COULD consider them identical for what concerns the spirits (William Connors, author of GAZ14, could have tied it with Jim Bambra's work in GAZ12 without problems, had he bothered to read that GAZ before writing his own..). True the Atruaghins never mention the spirit world, but they do know totems and totem animals, they believe in the spirits of plants and animals, and it is explicitly stated the shamani of Atruaghins are the only ones who do gain spells from Atruaghin rather then from the spirits... so I'd adopt the GAZ12 version for the Atruaghin shamans too (save the true clerics of Atruaghin, which are something different, a mix of shamans and druids and clerics).
The Ethengars have not a cult of the forefathers like the Atruaghins, but certainly share the worship of the spirits as uberbeings that oversee them and protect the world. Also, the worship of Tubak and Yamuga derives from the humanoid occupation (the Yazak's cult of Yamag and Tabak is suspiciously too similar not to draw these conclusions), while Cretia's cult is probably something tied with the Ethengar's own history, since it does not appear elsewhere, and has later been revised to be considered one of the three major spiritual forces in the Ethengars' life.
Thyatis, Darokin and Minrothad have a very open society and a multicultural base, so it's not strange that almost all the common faiths of the KW are present in the Empire and in the Republic (less so in the Guilds, which have their own nationalist faith in Minrothism) with more or less organised temples and churches.
We do know that there is a so called Church of Darokin though (see GAZ5), but nothing more is revealed except the fact it is NOT the official state religion (there is nothing like a state religion in Darokin). We also know the Church of Thyatis (see GAZ5 and DotE) seems to be the Thyatian state religion, but in which way it is unclear from canon sources.
Ierendi shares a similar situation, with the presence of the unique People's Temple as the only true philosophy whose priests do not actually possess divine powers.
The Broken Lands are so divided and unorganised that there is no religious hierarchy to be found. They worship individual racial immortals, and some of them probably also practice shamanism (the way it is intended among Ethengars and Atruaghins) like in the old days, most notably the Yellow Orcs and the Red Orcs, but little else is known. Shamanism can in fact be traced back to the humanoids IMO, and was later adopted by the Ethengars first (through the influence of Akkila-Khan's horde) and by the Atruaghins after (during Wogar's tribe occupation).
The idea of State Religion can be found only in 3 places in the KW: Ylaruam (the Eternal Truth, which was created by a single man, the prophet Al-Kalim, during the IX century BC), the Heldannic Territories (which were likewise forced to adopt the monotheistic cult of Vanya by its conquerors, the Heldannic Knights, in the last 50 years) and surprisingly enough Glantri (which has a strong anticlerical policy, but which forces its inhabitants to follow the Rad, a philosophical belief that hides an Immortal's cult!). These three monotheisms all were created by a single man or a single church and imposed on the majority by force (Ylaruam and the HT) or persuasion (Glantri and partly Ylaruam). Also, these three cults are controlled by a single high patriarch (Rad in the case of Glantri, Wulf von Klagendorf in the Heldannic Territories, and the Sultan of Ylaruam in the Emirates) but must face internal opposition and hunt down rival faiths declared illegal. These three cults do not originate from others, so they are independent.