While an organized religion is not necessary to get first, spreading religions to the three targeted "future legendary" cities is certainly helpful in the pursuit of a cultural victory. One, having a religion in a city provides culture. Two, the temples and monasteries produce modest culture. Three, and the big kicker, are the cathedrals (mosques, etc.) which double the city's cultural production.
Example: Get three separate religions in each of the three "legendary" cities, build three temples for each religion in those three cities. Building three temples of a certain religion opens up the possibility of building the cathedral-type structure of that religion (assuming map size, it can require 4 or 5 temples if the map is big enough). Build one cathedral in each of the three cities (each of a different religion). Add in the three monasteries in each city, and religion alone can account for 15 culture points per turn +50% gain on all other sources of culture (theatres, libraries, etc.).
[1 (for religion) + 3 (3*1 culture point per temple) + 6 (3*2 culture points per monastery)]*0.50 (for cathedral) = 15 culture points/turn.
You also have the added benefit of +30% research in each of these cities (from monestaries), +3 happy faces (from temples), +3 happy faces (from cathedral and incense), and +2 more happy faces in the city that builds the cathedral corresponding to our state religion (if we have one – or at least +3 happy faces for the three religions if we have “Free Religion” civic).
Not bad for a liberal use of others' beliefs!