Manoka, there is evidence, and I can show you using History(Something most of you have yet to do). Only science I will use is Human Nature because that really is the only thing that is here at the moment that can provide evidence to the evidence.
You start with the beginning of the first organized religions. Those we would call Mythology. In those, were the first organized set of ideals saying that:
1. God(s) existed.
2. Man was created by the God(s)
3. There is an afterlife
4. There is a heaven, example, Mount Olympus
5. There is a hell, example, Erebus
6. Some God(s) had human offspring, known as Demi-Gods examples, Hercules, Achilles, Odysseus, etc.
Now if you trace those ideals all the way up to today's religions, that carry Gods, are they the same? Yes.
I'll explain the similarities and since Christianity is the main topic of focus I'll use it.
1. They believe in a God.
2. They believe God created mankind
3. They believe in life after death, given to them by God.
4. They believe in a heaven, the home of God.
5. They believe in a hell, where sinners are sent to pay an everlasting visit.
6. One of God's human offspring is Jesus. Whom is the "Son of God"
Now you come back to Mythology and ask, how did Mythology come to be. Human Nature answers that. We are creative. We put things where there was once nothing. The unknown scares mankind, but mankind counter-attacks its fear by creating a world within a world that he can understand. It comforts him, and allows him to go about his day with peace of mind.
That persisted for a while until another part of mans nature arose. Curiosity. Some Men, overthrew their fear of the unknown and instead pursued it. This lead to a vast amount of knowledge being gained, which also led to the dark ages since, the established order needed dumbed down people in order to attain and keep authority.
To me, we are in another period of the dark ages. No real development anywhere, because the established order wishes to keep its power at the expense of technological, cultural, and ethical stalemate. However in this day and age, with the more civilized system, they aren't killing us non-believers, they're just promoting good business at the expense of everyone, even themselves.
I can explain even further if anyone likes.