Could also be:
What´s your faith?
What´s your creed?
Of course, Donay´s beat me to it and hit the nail in the head. Since "what are your beliefs/do you have any beliefs? would be more to the point.
Some people would use the more sanitized version of it (well, okay - more of a question of a follower of some major religions) "Do you believe in God?" (yes, some people ask that question wich is a ''straight to the point'' one, kind of). It would be deemed by many as a biased question where the asker wants to influence the answer.
However, the world today have several kind of beliefs, one has to take that in account. One instance is if the people on the other end is an agnostic (wich is not a religion, some guys say it is a "point of view", a way of thinking.) or atheist (don´t believe that God exists) or an agnostic theist.
And, last but not the least, there the almost indirect ways to ask that, many times depending on the situation/context:
What religion best suits you?
Ever wondered what religion you are?
What religion should you be?
What spiritual belief systems (do) you have?
What religion should you belong to?
What religion do you follow?
Yada yada yada...