The first of the non-Khorvaire religions we'll touch on is the Undying Court, which is based on the island/sub-continent of Aerenal.
As explained in the Blood of Vol article, death is a very bleak affair in Eberron. The elves of Aerenal have discovered a method, presumably tied to various manifest zones on Aerenal, of using positive energy to sustain a body and soul after death. This is a process similar to undeath, but powered by positive rather than negative energy. The very greatest elves are chosen for this process, becoming Undying Councilors - highly powerful beings in their own right. However, the gestalt of all the Undying Councilors, the Undying Court, has powers approaching that of a deity - though their direct influence is mostly limited to Aerenal itself.
Elves usually venerate their own ancestors and, to a lesser degree, the rest of the Court. This veneration can take many forms, but usually boils down to caring for family - as a form of ancestor worship, families are highly important. A minority of Aereni elves use various herbs to dessicate their bodies in order to attempt to reach higher spiritual enlightenment.
A variant on this religion is the ancestor worship practiced by Tairnadal elves. Rather than revering ancestors preserved in deathless form, they form a spiritual bond with a great hero from the past, and try their best to emulate the personality, skills, and deeds of this hero. While this is a small minority among the Aereni, they are more common on Khorvaire due to their presence in Valenar, a portion of Cyre conquered by these elves.