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As Tolkien describes in Letter #153, "... no temples or 'churches' or fanes in this 'world' among 'good' peoples. They had little or no 'religion' in the sense of worship. For help they may call on a Vala ... as a Catholic might on a Saint, though no doubt knowing in theory as well as he that the power of the Vala was limited and derivative. But this is a 'primitive age': and these folk may be said to view the Valar as children view their parents or immediate adult superiors, and though they know they are subjects of the King he does not live in their country nor have there any dwelling."
What this means is that the Good peoples are natural believers in higher powers than themselves, and that by and large all Good peoples believe (in one form or another) in the supreme god, Eru. In Rohan, Eru is seen to be the Fate of all things and that is why, when spoken of, he might be referred to as Wyrd or, less usually, as the All-father or the One.
As to beliefs in the Valar, as Tolkien put it, the Rohirrim clearly knew of Bema, which is our name for Orome the Hunter. He is particularly strongly identified with Riders, warfare, the breeding and herding of horses, and hunting. Opposite him would be Foldewyn, which is the name for Yavanna who is responsible for the hearth, the harvest, childbirth, and the arts of healing and weaving. The other Valar may be known of through the Gondorians, but are much less important to the Rohirrim. Foldewyn, in the form of the Lady, is especially important to the order of healers of the Riddermark.
Finally, ancestors are respected for the deeds, and a Rohirrim may call out their name to put them in mind of their ancestor's courage and deeds. But Rohirrim do not believe that these ancestors can physically affect the world from beyond, just as they understand that Bema and Foldewyn cannot -- theoretically they will hear the call, but they can do nothing. Ancestor "worship" doesn't exist, in the sense of making libations or calling on ancestors to come down and help things.
In a society such as the Mark of the Riders, oaths are of grave importance and are what bind society together, from the greatest to the least. The Men of Rohan place great trust in oaths, because the Rohirrim abhor lies and so feel that it is very difficult to lie to them. Swearing an oath, and accepting one, shows confidence in its binding nature.
It makes sense for solemn vows of very great importance to incorporate more than just one's word of honor. Oaths are not sworn by Wyrd at all, however, because Rohirrim view Eru as impartial fate that runs how it will run, no matter what Men do. Swearing by Bema and Foldewyn is also very rare (except in the case of the healers of Rohan, who swear themselves to Foldewyn), for similar reasons and for those explained above. It is probably more common for an ancestor or great figure of the past to be mentioned in a serious oath, as if the memory of them makes the vow more binding.
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