or the Olde Religion, for the truly pretentious
Wiccans use this term a lot to denote the faith that they follow, referring to the religion of Europe before the advent of Christianity.
The problem is there wasn't an organized European religion before Christianity. Each of the cultures dotting that continent possessed their own pantheons, their own stories, their own creation myths and afterlifes. Pick up any book on European mythologies or pre-Christian religions and see for yourself. There are some similarities, the result of occasional interactions between the cultures, but each religion and mythology is its own independent entity. For that matter, you can find similarities between those religions and Christianity too.
The idea of the Old Religion generally centers around the idea of there being a single God and Goddess which everyone just attributed different names too. It is your right to hold this as theological belief, but there is no historical evidence indicating as such.
Moreover, the idea that we are following ANY pre-Christian religion is in error. We sometimes recognize the old deities, and some of us try to incorporate the flavor of the old rites, but the simple fact is our knowledge of those rites is generally sketchy at best, especially for those following Celtic pantheons.
Contrary to popular belief, even Gerald Gardner acknowledged:
the rituals he received from Old Dorothy's coven were very fragmentary, and in order to make them workable, he had to supplement them with other material.1
That supplemental material came mostly from ceremonial magic sources: The Order of the Golden Dawn, Thelema, Freemasonry, and other occult entities of the 19th and early 20th century.
This fact does not make our beliefs invalid. It simply makes them not ancient.
The Survival of Paganism
The world's greatest conspiracy theory
As Christianity spread across Europe, followers of the Old Religion supposedly continued to worship in secret, passing down knowledge through families, disguising their religion as folklore, even carving pagan religious figures into the stonework of castles and cathedrals. This occurred for nearly 2000 years, until finally the political climate made it safe once more in the late 20th century for these secret pagans to become public once more.
Hello, reality check time.
For most of history, the ability to read and write was extremely limited. The Old Religion theoretically survived chiefly among the peasant classes, who were unlikely to have the ability to record information. Even if they did, they weren't likely to have the means of acquiring any useful quantity of parchment, which was extremely expensive. These writings would then be stored not in well built monasteries or castles, but in perpetually damp thatch huts with dirt floors - not conducive to archival preservation.
I have spoken with multiple Wiccans and Witches who insist they possess a family Book of Shadows dating 500 years or more. Not surprisingly, they're never willing to show it.
However, if you're not passing information down through writings, then you must do so by word of mouth, verbally repeating the information generation after generation. Passing anything intelligible down two millennia would be roughly akin to a game of Telephone amid all 10,000 attendees during a heavy metal concert.
More importantly, however, is the fact that there just isn't any evidence suggesting the survival of an Old Religion through the Middle Ages. Yes, aspects of the pagan beliefs remained in altered forms - gods became fairies, spirits and saints - but that is not to say the religion itself survived. Yes, people continued to believe in and even practice magic, but the practice of magic does not require the existence of a pagan religion. Indeed, there are records of nuns creating magical amulets invoking Jesus and Mary.
It's like saying anyone who celebrates Christmas (exchanging gifts, getting together with family) must be a Christian. There are millions of people who celebrate the holiday every year without holding religious significance to it. Just because some aspects of a religion survive, does not mean the religion has survived.