All religions have some form of initiation rites in which people are welcomed as members of the community. Often the particular form these rites take differs depending on the age of the person being initiated, i.e. whether the person is an infant, child or adult.
All three of the Abrahamic religions, Judaism, Christianity, and Islam have some sort of initiation or welcoming rituals. The form this takes in Christianity is baptism, involving whole or partial immersion in water, anointing with oil, and some form of liturgy and prayer. In Islam, as stated above, this initiation takes the form of community prayer and ritual that does not involve immersion in water, and thus is not a baptism per se.
The Jewish version of initiation of a baby into the religious community involves prayers and other community rituals for babies of both genders and circumcision for male infants. Again, this is not baptism, but serves a similar function of welcoming the child into the religious community.