Examples:
* Correct: My religion is Buddhism.
* Correct: She practices Islam.
* Incorrect: He studies religion at the university.
However, when "religion" is used as a general term, it's not capitalized:
* Correct: The study of religion is fascinating.
* Correct: He is interested in the history of different religions.
It's important to note that this rule applies to most religions, but there are exceptions. Some religions like Quakerism and Taoism are often capitalized even when referring to the general concept.
If you're unsure, it's always best to err on the side of caution and capitalize the word.