Although a common opinion is that tieflings are naturally evil and thus worship evil gods, they are capable of any alignment. There is a bit of truth to the sentiment, however, as many fall victim to their own inner workings and infernal blood, choosing a life of chaos and wrong doing. However, it is possible for a tiefling to resist and rise above, seeking to conquer the very darkness that threatens to plague and devour. Many instead choose a life not too dissimilar to Humans
in that they are simply out to stake their claim in the world, be it as a sleepy and patient existence, or to fit their own desires. Most are neutral with a lean towards their chaotic tendencies.
Religion is equally subjective, often falling to whatever moral alignment the Tiefling involves themselves in. Many believe they worship Azox - God of Destruction
since he is the cited as the creator of monsters, but, like their alignment, this is often ignorant conjecture.