Video game characters need to do stuff, or their games would be boring. More specifically, they need a reason to do stuff. The kinds of stuff they need to do to keep things interesting can include fighting, adventuring, and scaring the pants off you. In the real world, little inspires more fighting, adventuring, and scaring the pants off of you than religion, and the best video game religions do the same.
Video games occupy a weird space in artistic culture. In length and complexity they can put some of the greatest classic novels to shame, but in the entertainment pecking order, video games often are considered lowbrow. Yet many of the religions on this list are more than mere plot motivation; they are cosmological analyses of the planet and galaxy we inhabit, the nature of humanity, and why life exists at all (beyond the need to play video games). For sheer grandiosity and pensiveness, the best video game religions rival real religions in thoughtfulness and appeal.