On one game, noble difficulty, with Saladin, I managed to found six religions. Took Buddhism first, then barely snatched Hinduism. Got Quarry next and went for Monotheism. Got all three early religions. I was lucky to have an abundance of wealth in my starting city's fat cross. With stonehenge eventually built and providing me a Great Prophet down the road I was able to snatch Theology, while I also went through writing to get code of laws via oracle, thereby founding Christianity and Confucianism. Alas, by now I was in a pretty crappy state in terms of improvements, cities, military, etc. I backtracked and worked on a bunch of ancient worker and military techs and built up my infrastructure. I somehow managed to get Divine Right first and founded Islam, but Philosophy/Taoism was out of reach.