In Aerne the major deities worshiped are Erastil, Gozreh and Desna. Cayden Cailean, Calistria, Shelyn and others make their appearance, as well. Some of Aerne’s people still follow the Old Ways, a worship of nature spirits, ancestors, and the Fey Lords.
In the Imperium, the worship of Abadar and Gorum are the closest to a state religion as it gets. Of course, there is room for the other deities, even some of the more evil ones.