One of the most important areas of research in evolutionary psychology now is the possibility that evolutionary circumstances actually selected for a propensity towards certain false beliefs. That is, more and more research is presenting us with evidence that natural selection built us to have some false beliefs. It turns out that in the right sorts of circumstances, some false beliefs may have provided early hominids with survival advantages.
The ubiquity of religious belief, and the long list of peculiar cognitive behaviors surrounding it, suggest that it should be on that list of evolved misbeliefs.
Dennett and McKay argue that of all of evidence that has been presented for evolved misbeliefs, the case for positive illusions about oneself and ones close to you is the strongest.
"The evidence indicates that there is a widespread tendency for most people to see themselves as better than most others on a range of dimensions. This is the “better-than-average effect” (Alicke 1985) – individuals, on the average, judge themselves to be more intelligent, honest, persistent, original, friendly, and reliable than the average person. Most college students tend to believe that they will have a longer-than-average lifespan, while most college instructors believe that they are better than-average teachers (Cross 1977).Most people also tend to believe that their driving skills are better than average – even those who have been hospitalised for accidents (see, e.g., McKenna et al. 1991; Williams 2003). In fact, most people view themselves as better than average on almost any dimension that is both subjective and socially desirable (Myers 2002). Indeed, with exquisite irony, most people even see themselves as less prone to such self-serving distortions than others (Friedrich 1996; Pronin et al. 2002; Pronin 2004)."
Researchers have argued that these biases produce false beliefs that are the result of the proper evolved functioning of our cognitive faculties.
Religious belief, one might think, is prime for this sort of explanation. But Dennett and McKay contend that the consensus now is that the propensity towards religious belief is the by-product, not the direct result, of evolutionary pressures. It may be the result of a Hyperactive Agency Detection Device, selection pressures against cheating, or selection for cooperation in social settings.
Read the article for the state of the art on research on these topics. And here's a small portion of their bibliography, mostly the portion focusing on religious beliefs:
Atran, S. & Norenzayan, A. (2004) Religion’s evolutionary landscape: Counterintuition, commitment, compassion, communion. Behavioral and Brain Sciences 27: 713–70.
Atran, S. (2004) In Gods we trust: The evolutionary landscape of religion. Oxford University Press.
Barrett, J. L. (2000) Exploring the natural foundations of religion. Trends in Cognitive Sciences 4(1):29–34.
Bering, J. M. & Johnson, D. D. P. (2005) “O Lord ... you perceive my thoughts from afar”: Recursiveness and the evolution of supernatural agency. Journal of Cognition and Culture 5(1/2):118–42.
Bering, J. M. (2002) The existential theory of mind. Review of General Psychology 6:3–24.
Bering, J. M. (2006) The folk psychology of souls. Behavioral and Brain Sciences 29:453–98.
Bloom, P. (2004) Descartes’ baby: How child development explains what makes us human. Arrow Books.
Bloom, P. (2005) Is God an accident? Atlantic Monthly 296:105–12.
Bloom, P. (2007) Religion is natural. Developmental Science 10(1):147–51.
Boyer, P. (1994) The naturalness of religious ideas: A cognitive theory of religion. University of California Press.
Boyer, P. (2001) Religion explained: The evolutionary origins of religious thought. Basic Books.
Boyer, P. (2003) Religious thought and behaviour as by-products of brain function. Trends in Cognitive Sciences 7(3):119–24
Boyer, P. (2008a) Evolutionary economics of mental time travel. Trends in Cognitive Sciences 12(6):219–24.
Boyer, P. (2008b) Religion: Bound to believe? Nature 455(23):1038–39.
Bushman, B. J., Ridge, R. D., Das, E., Key, C. W. & Busath, G. L. (2007) When God sanctions killing: Effect of scriptural violence on aggression. Psychological Science 18(3):204–207
Guthrie, S. E. (1993) Faces in the clouds: A new theory of religion. Oxford University Press.
Hinde, R. A. (1999) Why gods persist: A scientific approach to religion. Routledge.
Johnson, D. D. P. & Bering, J. M. (2006) Hand of God, mind of man: Punishment and cognition in the evolution of cooperation. Evolutionary Psychology 4:219–33.
Johnson, D. D. P. & Kru¨ ger, O. (2004) The good of wrath: Supernatural punishment and the evolution of cooperation. Political Theology 5(2):159–76.
Johnson, D. D. P. (2005) God’s punishment and public goods: A test of the supernatural punishment hypothesis in 186 world cultures. Human Nature 16(4):410–46.
Johnson, D. D. P. (2008) Gods of war: The adaptive logic of religious conflict. In: The evolution of religion: Studies, theories, and critiques, ed. J. Bulbulia, R.
Johnson, D. D. P. (2009) The error of God: Error management theory, religion, and the evolution of cooperation. In: Games, groups, and the global good, ed. S. A. Levin, pp. 169–180. Springer.
Kelemen, D. (2004) Are children “intuitive theists”? Psychological Science 15:295–301.
Norenzayan, A. & Shariff, A. F. (2008) The origin and evolution of religious prosociality. Science 322:58–62.
Norenzayan, A. (in press) Why we believe: Religion as a human universal. In: Human morality and sociality: Evolutionary and comparative perspectives, ed. H. Hogh-Oleson. Palgrave/Macmillan.
Premack, D. & Woodruff, G. (1978) Does the chimpanzee have a theory of mind? Behavioral and Brain Sciences 1(4):515–26.
Randolph-Seng, B. & Nielsen,M. E. (2007) Honesty: One effect of primed religious representations. The International Journal for the Psychology of Religion 17(4):303–15.
Randolph-Seng, B. & Nielsen,M. E. (2008) Is God really watching you? A response to Shariff and Norenzayan (2007). The International Journal for the Psychology of Religion 18(2):119–22.
Randolph-Seng, B. (2009) Nonconscious vigilance: Preconscious control over the influence of subliminal priming. Unpublished doctoral dissertation, Texas Tech University. [BR-S]
Rappaport, R. A. (1999) Ritual and religion in the making of humanity. Cambridge University Press.
Rossano, M. J. (2007) Supernaturalizing social life: Religion and the evolution of human cooperation. Human Nature 18:272–94.
Shariff, A. F. & Norenzayan, A. (2007) God is watching you: Priming God concepts increases prosocial behavior in an anonymous economic game. Psychological Science 18(9):803–809.
Sosis, C. Genet, R. Genet, E. Harris & K. Wyman, pp. 111–117. Collins Foundation Press.
Sosis, R. & Alcorta, C. (2003) Signaling, solidarity, and the sacred: The evolution of religious behavior. Evolutionary Anthropology 12:264–74.
Sosis, R. & Bressler, E. R. (2003) Cooperation and commune longevity: A test of the costly signaling theory of religion. Cross-Cultural Research 37(2):211–39.
Sosis, R. (2000) Religion and intragroup cooperation: Preliminary results of a comparative analysis of utopian communities. Cross-Cultural Research 34(1):77–88.
Sosis, R. (2003) Why aren’t we all Hutterites? Human Nature 14(2):91–127. [JB]
Sosis, R. (2004) The adaptive value of religious ritual. American Scientist 92:166–72.
Sosis, R. (2005) Does religion promote trust? The role of signaling, reputation, and punishment. Interdisciplinary Journal of Research on Religion 1(1):1–30.
Wilson, D. S. (2002) Darwin’s cathedral: Evolution, religion and the nature of society. University of Chicago Press.
Wilson, D. S. (2005) Testing major evolutionary hypotheses about religion with a random sample. Human Nature 16(4):382–409.