Something that the five major world religions (Christianity, Judaism, Buddhism, Hinduism and Islam) have in common is a sense of community. A sense of community provides group cohesion and identity, as well as a way for rituals and traditions to be passed down from generation to generation. For Christians, this community most often centers around a church. For members of the Jewish faith, the synagogue and yeshiva (Jewish school for the study of the Talmud and Torah) serve as focal points for the community. The sangha, which refers to a monastic community of monks or nuns and the lay community that supports them, is the central cohesive force in Buddhism. For Hindus, communities can form among devotees of a specific guru or deity, or among those who attend a specific shrine or temple. In Islam, a community can form within a local mosque or among followers of a particular imam. In addition, all Muslims consider themselves to be part of the worldwide community of Islam which is referred to as the ummah.
The practice of a religion is clearly one way of directing one's life with its structure and theological or other principles which govern behavior. Usually, there is a being superior to mere humans that religions recognize. However, there is a sharp division in beliefs among some religions that politicians and others would make murky.
Thomas Hobbes once commented that people explain that which they cannot explain in terms of "God." Most world religions deal with how its practicioners understand the world around them, how they got here, and where they are going. There is strong evidence that Neanderthals buried their dead with ceremony, thus indicating some belief in life after death. All world religions understand some sort of force or deity that influences life. It may not be well denominated as in the case of Buddhism; yet there is always the belief that there is some being which created the world and life and influences it to some extent. If this were not so, there would be no need for religion.
I would argue that the main thing that most religions have in common is a set of ethical beliefs. I am not saying that all religions share the same set of ethics, but I am saying that most religions have some set of ethics and that they believe those ethics are mandated by some supernatural forces.
In the Judaeo-Christian tradition, for example, there are the 10 Commandments. These were handed down by God to govern the ways in which people behave. But other religions that are not that similar to Christianity have ethical codes as well. For example, many religions have elaborate sets of taboos that govern their adherents behaviors.
Another major common feature of most religions is ritual. Practically all religions have rituals that must be performed on more or less of a regular basis. These rituals are often the most public manifestations of the religion.
There are other commonalities, but I would argue that these are the most important features that are common to all or most religions.