Lewis Wolpert, the Emeritus Professor in Cell and Developmental Biology at UCL who gave the Is Science Dangerous? lecture (pdf) at the 120th Nobel Symposium, recently wrote the book Six Impossible Things Before Breakfast.
In this book Wolpert explores the evolutionary origins of belief, and ABC News discusses this opinion in Why Do We Believe Impossible Things?
[O]ur wide range of beliefs, some of which are clearly false, grew out of a uniquely human trait. Alone in the animal world, humans understand cause and effect, and that, he says, led ultimately to the invention of tools, the rapid rise of sophisticated technology, and of course, beliefs. Even the earliest humans understood that many events that shaped their lives resulted from specific causes. Therefore, there must be a cause behind every event.
Searching for that cause, Wolpert says, led to the rise of religion because surely there must be some purpose behind all this, some ultimate cause at work in the universe.