Here's the complete list. Note that the usual benefit from each religion is that the holy city gets +2 gold, +2 science and +4 culture, while other cities get +1 gold, +1 science and +2 culture, provided the religion is adopted as the state religion.
"An" ~ healing and culture (requires Animal Husbandry)
Promotion: An's Comfort - 10% faster healing in any territory.
Cities: Holy City gets +8 culture and other cities get +2 culture
Great Prophets: Do nothing except protect you from other religion's attacks (they are consumed upon saving the attack).
"Innana" ~ city attack (requires Bronze Working)
Promotion: Unbridled Fury - +25% city attack; Inanna's Teachings - +25% experience from combat
Cities: No additional bonus
Great Prophets: They give no special power.
"Enlil" ~ Plagues and archer specialization (requires Archery)
Promotion: Enlil's Guidance - +25% strength (only available to Archery units); Enlil's Windfall - +30% city bombard damage (only available to Siege units); Protection of Wind - +25% strength against Archery units
Cities: No additional bonus
Great Prophets: Plagues.
"Nanna" ~ Meteors, gold and city defense (requires Meditation)
Promotion: Nanna's Cloak - +25% city defense, +25% jungle defense, +25% forest defense
Cities: The Holy City gets +4 gold and all other cities get +2 gold
Great Prophets: Cause meteor stirkes
"Utu" ~ Science and land damage (requires Polytheism)
Promotion: Utu's Allegiance - a garrisoned city is 100% less likely to revolt; Utu's Retribution - +50% gold from pillaging
Cities: The Holy City gets +4 science and all other cities get +2 science
Great Prophets: Can turn plots into desert
"Ki" ~ One with the land (requires Masonry)
Promotion: Earthen Aid - +1 movement range; Earthen Defense - +25% hill defense
Cities: No additional bonus
Great Prophets: Cause earthquakes
"Enki" ~ Control of the seas (requires Sailing)
Promotion: Enki's Escort - No combat penalty from attacking from the sea; Tidal Blessing - +2 movement range (naval units only)
Cities: No additional bonus
Great Prophets: Cause tsunamis
I think that covers everything.