Worshipping a deity is common pratice in the world of S.C.O.U.R.G.E. At least the major gods seem to reside outside of space and time, thus being effectively immortal and omnipresent. However, their power relies on the spiritual energy of their worshippers; unworshipped gods can turn corrupt or slip into irrelevance.
Deities can grant the player a favor when he/she uses a pool of the deity's color, or donates money to an associated priest.
There are also minor deities which are not of extradimensional nature; they were "born" at some point in time and their influence is often confined to a single plane of reality. An example is Hornaxx, which was created by Unamoin.