The oldest recorded religion is quite possibly the Paganist beliefs of the people in Sumer and the Mesopotamian region around 5400 BC. Actually, I think Ancient Egypt developed religion about that same time period.

But as far as prehistoric history goes (before things were written down), there is also evidence of Neolithic religious ceremonies. In fact, the oldest known indicator of religion reaches way back to 300,000 years ago in the Paleolithic Era, which is the mark of the rise of Homo sapiens. This comes in the form of ritualistic burial, the first signs that our species began recognizing death as significant, and giving homage to something larger than ourselves with burial goods and flowers.

So it is, quite literally, since the dawn of man that he looked up at the stars, and wondered...

And 300,000 years later, we're still wondering.

Hope that helped. :o)