V is the the central character in the V for Vendetta comics, written by Alan Moore. V is an anarchist terrorist. Indeed, V's religious affiliation can best be described as "anarchist."
Anarchy (as a philosophy) does not always function as a religion, and many people who are self-described "anarchists" can be classified as having another, more traditionally recognized religious affiliation. But for V, anarchist philosophy is central to his character. This does not mean that "anarchy is a religion," per se. It means that for V, being an anarchist is his religion.
From: "The Church of Superman" forum discussion started 19 June 2006 on the "James Randi Educational Foundation" website (http://www.randi.org/forumlive/showthread.php?t=58627; viewed 15 May 2007):
19th June 2006, 06:03 AM
The Church of Superman
Hmmmm... the "religious" affiliations of comic book characters. Huh?
19th June 2006, 08:32 AM
...Oh, and anarchy was not a religion, last I checked. Sorry V...