Man of Honour
A few religions have gone such as
http://en.wikipedia.org/wiki/Sumerian_religion.
I don't think that any of the big ones will get remotely close in the next thousands years though.
A few might go though like offsets of Paganism.
Sorry, maybe I wasn't clear but I mean religion in a general sense is unlikely to become extinct. Specific religions may disappear but it's unlikely the idea of it or the practice of all religions will vanish.