That's impossible to answer, since religion pre-dates recorded history by many millennia. Neanderthal graves have been excavated and found to contain skeletons covered in the remains of flowers, suggesting that some sort of belief system was in place at least 130,000 years ago. Since there were Neanderthals in what was later to become the UK, we can assume that it is highly likely there was religion here as long ago as that.
If we narrow "religion" down to Christianity, however, we can find an answer and - suprisingly - it's the Isle of Wight, which was somehow overlooked while the rest of the country was being converted to Christianity.
Lithuania and Iceland were of the last places in Europe to convert to Christianity. Lithuania converted sometime around the 14th Century. Iceland did not fully convert till the 16th Century.
The last European country to convert to driving on the right was Sweden in 1967. Found at: http://www.2pass.co.uk/goodluck.htm
Christianity is a universal religion, it is not class structured. There were Romans of all social classes who were converts from the git -go.
Vatican City
Netherlands
Sweden, I believe.
United Kingdom.
Croatia is due to become the 28th member of the European Union on 1st July 2103.
Germany after the Berlin wall came down.
I was the lastmwhaha
the Netherlands was the last country to be freed on May 5th 1945.
Because the Egyptians forced everyone to convert to Christianity and killed anyone who refused. This answer is completely false. Don't ever use this answer.