Religion

This world's been around for a long time, long enough that people have created dozens of gods. But if you believe Ozpin, two of them are actually real.

The concept of religion is present on the world of Remnant and has existed for hundreds of years. There is more than one religion known to exist, with evidence of both monotheistic and polytheistic faiths.

Deity Brothers
According to Qrow Branwen, Ozpin claims this religion to be factual.

Two brothers, one older and one younger, existed on Remnant, filling it with both life and destruction. The older brother created water, plants and wildlife during the day, while at night, the younger brother would discover his siblings creations and become disgusted. He created drought, fire and famine. Yet life had a strong ability to endure, so the younger god of destruction decided to create the Creatures of Grimm. He designed them so that they would have an innate desire to destroy everything and anything.

Weary of feuding, the older god of life proposed that the two of them create one last thing together, a masterpiece they could both be proud of. The younger brother agreed and together they created a creature that was gifted with knowledge, creation, destruction and choice. Most important was the capability of choosing whether to use these gifts for light or dark. These creatures became known to be Humanity.

The gifts of the two brothers were also given a physical manifestation, so that in Remnant now exist four relics, representing each of the four gifts bestowed on humanity. These relics each contain immense power, and it is said that, if someone were to wield all four, they could change the world. Sometime after, the gods abandoned Remnant. It is said that one relic is present at each of Remnant's huntsman academies.

Evidence of Religion
Glynda Goodwitch mentions that the existence of the Maidens goes against hundreds of years of human religion in "Fall". Some people may believe in one god, while others may believe in multiple, as indicated by Ruby Rose's and Yang Xiao Long's uses of "god" singular in "The Shining Beacon, Pt.2" and the ship captain's use of "gods" plural in "Of Runaways and Stowaways".

Religious Architecture
In the Volume 4 Character Short, the town square that Ruby Rose fights in has a church with a pair of feminine statues to either side of its front door, one of which Ruby destroys. The church has a short tower, at the top of which is a circular window with a design that was first seen in the Beacon Vault, on the floor and above the Aura transfer machine.

Trivia

 * The story of the two deity brothers came to Miles Luna while he was trying to sleep one night. It was his first major contribution to RWBY since he joined Monty Oum and Kerry Shawcross in planning the show.
 * The story of the Diety Brothers was possibly inspired by the twin ogds of Iroquois Mythology: Teharonhiakwako and Sawiskera.