Today's Philosophical Quotation tells us that the 19th century philosopher Auguste Comte once remarked that, "Religion is an illusion of childhood, outgrown under proper education."
With due respect to Comte, it's probably more accurate to say that the religion of one's childhood is often exchanged for another religion when one becomes an adult. Indeed, Comte is himself a prime example, having attempted in his later years to develop a religion based on humanism and positivist science.
When Comte was fourteen he abandoned the French Catholicism of his parents and embraced atheism, but he evidently lacked a "proper education" because he never outgrew his need for the numinous. His goal eventually became to develop a new atheistic religion, a new faith based on the apotheosis of man. A humanistic clergy would be needed, he believed, to replace the Catholic clergy. Comte proposed that these be taken from a scientific-industrial elite that would announce the invariable laws of a new social order. This clergy of elites, the technocrats, was necessary to meet the problems which ensued from the collapse of the ancien regime as well as those created by the growth of an industrial society.
With his attempt to found his own religion Comte drifted away from his philosophical and scientific interests toward mysticism. He appointed himself the high priest of his new faith which had its holy days, its calendar of saints -- Adam Smith, Frederick the Great, Dante, Shakespeare and others -- and its positivist catechism. It was a non-theistic religion of man and society, an illusion, to be sure, of adulthood.
For another example of the difficulty even atheists have of escaping their need for the religious see here.
As G.K. Chesterton said, "When a man ceases to believe in God, he doesn't believe in nothing. He believes in anything."