They're found in play, says Robert Bellah:
If one believes, as I do, that the earliest form of religion was ritual, one might see how play among humans with cultural capacities might develop into ritual. Ritual has many of the features of play: it has no obvious function, it is an end in itself, it enacts events, but symbolically, as in pretend play, and it takes place in a relaxed field, where hunger, predators and procreation are kept at bay.
The Dish 