A lot would depend on how you define a religion.
In general I'd say they share a common belief in some kind of deity or deities, although if atheism is defined as a religion that breaks.
If we exclude atheism then generally religions look to make their adherents better in some way, whether that is becoming more like Christ, doing more good works in the hope of earning a place in paradise, seeking nirvana, or whatever else. But then some sects of more hedonistic satanism come along and focus on little more than "do what you will for your own pleasure" and it's hard to see how that fits (these branches of satanism don't accept the concept of "satan" as being anything like the Christian definition, more a concept of what "satan" stands for)
On that basis I'm not sure there is a common theme that underpins all religions.