Religions don't stick around forever. Cultures shift, beliefs change, Roman emperors convert to Christianity...
Now you can experience this aspect of history in Civ4. With this mod component, whenever there are 5 or more religions present within the borders of a single civilization, one of them will be removed from the map entirely. Feel free to tweek the numbers as necessary. Obviously this component is best suited to a mod which contains a large number of religions, although no changes to the religions themselves are present in this download.
Disappearing Religions 2016-10-05