Before the war, people prayed to all sorts of gods. Most of those old religions didn't survive the war. No time to memorize scripture, or recite prayers when every minute of the day is spent scavenging for food. Nowadays every bombed-out town in the wasteland has the remains of an old church in it, but most of them are empty, save for the radroaches and feral ghouls. If the old world gods are coming back, they sure are taking their time with it. In the meantime, the more superstitious folks in the Wasteland have been making up their own religions to help them get through the day.
Fallout 3 Megaton History Bomb
There's a group of kooks out East who worship a nuclear bomb that's right in the center of their town. The thing was a dud that didn't go off during the Great War back in 2077, and it's been sitting there ever since. Some of the locals must have thought it was divine intervention that prevented it from exploding, and this holy relic has been spreading thyroid cancer to the faithful ever since.
These "Children of Atom" have been in that town since its construction. Their obsession with atomic energy means that they know a lot about engineering, so the townsfolk put up with them. They have a preacher who stands in the radioactive mud telling anyone who'll listen about the glory of Atom, and the holy Glow that awaits folk who die of radiation poisoning.
The Children of Atom split into another group that hunkers down in a basement one town over. They aren't so much concerned with the bombs as they are with the effects of radiation on certain people. These Apostles of the Holy Light think that ghouls are lucky souls who've absorbed enough of Atom's love to evolve beyond humanity. A comforting thought for the handful of ghouls who cram into their tiny sanctuary during services, but the church doesn't have a lot of people begging to convert.
There was town round the 2240s that was convinced they had a "rat god" living in their sewers. The townsfolk didn't worship the thing, but it seemed like the local mole rat population had taken a shine to it. The rodents organized somehow, and chased the humans out of part of the town for a while. Some adventurous types killed that King Rat a long time ago, putting an end to the whole cult, but that wasn't the only rodent god worshipped in the wasteland.
Some ghouls over in the town of Gecko had a mysterious preacher deep beneath the town. Turned out to be one mighty articulate vermin with some fancy plans. Promised the ghouls all that their humanity would be renewed through some supernatural force. Nothing ever came of it, but ghouls don't grow old, so the original cultists might still be there praying away and hoping for the best.
Fallout 1 Childeren of the Cathedral Lore
Then there is this old cult, known as the Children of the Cathedral and was perceived since its foundation in 2156 as little more than superstitious, harmless nonsense. Tolerated by the wasteland, they set up hospitals throughout survivor communities. The imposing Cathedral in the Boneyard was their center of power, covering up their sinister plans.
Their Dark God was the Master of the Super Mutants, the Holy Flame dwelling beneath the ground in the darkness. Most people had never encountered anything like him. Useful mutations are rare, and among his many "Uncommon" mutations was a powerful form of telepathy.
Go on and laugh, but the files at the Mariposa military base confirm that the Master and several other people developed psychic powers after being exposed to the Forced Evolutionary Virus. The Master was... lucky in a sense, his evolved state allowed him to use his powers without going too insane.
The cult worshipped his hideous visage, some following out of greed, others out of sincere belief, strengthened by brainwashing, self-torture, and other indoctrination. They did his bidding blindly, and spread out through the wasteland, their hospitals stocked with weapons and spies, to infiltrate survivor settlements and pave the way for their armies.
