When you failed to acquire a religion through faith or a prophet conquering a holy city could put the religion under the owners control. Or perhaps only after the previous civ has completely disappeared from the face of the planet.
If this would be the case with two or more civs whose holy cities you own, you could choose to pick the one you like or assemble a new religion based on some of their existing values.
If this would be the case with two or more civs whose holy cities you own, you could choose to pick the one you like or assemble a new religion based on some of their existing values.