It's kind of funny to me now when I hear Christians talk about not being of this world. And how they are just pilgrims journeying through here on their way to heaven. It's funny because Christianity, at least the conventionally taught doctrines, is VERY of this world.
For example, we live in world with gross inequality in pretty much every area you can think of. People try to cover it up with simple, "life isn't fair" and "hard work equals success" doctrines but it doesn't change the basic reality of life as we know it. While I am typing this in relative comfort, there are billions of people around the world who will never see this level of material well-being even though they work ten times harder than I do. Such is Christianity. Just by being born into a Christian household I am ridiculously more like to become and stay a Christian than another person, who is not fundamentally different than me, born into a non-Christian family. As such, in accordance with the most popular Christian doctrine, a person like me is much more likely to end up in heaven than my non-Christian peer based on something neither of us have control over. Many Christian apologists try mask this fundamental reality with saying that once we hear about Jesus, we all have a "choice" to accept him into our hearts and if we don't that's our fault, not God's.
Now my response to that is, how often have you looked deeply into another religion? And don't say you know Christianity is the truth because that's what all the non-Christian people believe too. If you aren't willing to look outside your Christian box, why should you expect other humans to look outside their Islamic boxes, Buddhist boxes, etc?
But I am being facetious because I already know the answer. It's just too obvious that God has set up all of the non-Christian people to fail in reaching salvation the same way capitalism (at least as we know it) sets up the vast majority of human beings to fail economically. And of course, both entities blame the recipients for their failures.
Now I will admit that many of the things that Jesus did and said were not of this world, but Christianity is not really based on Jesus. It's telling that in the Bible there are 66 books but only 4 of them are directly about the founder. Jesus told us to not focus on the two things that are the most cherished and respected in this world: family and money. It is telling that many of the controversies in the present-day church: the acceptability of homosexuality, whether or not women should be allowed to preach, acceptable Christian attire, etc. were not discussed by Jesus at all. There is even a distinction between Pauline and non-Pauline Christianity (even though most people definitely fall into the Pauline camp).
It is obvious that Christianity is a as popular as it is because it is of this world. Doctrines and beliefs that are truly not of this world don't last. They are quickly subsumed by doctrines that play more to people's natures (God has a special plan for me, I will live forever unlike the other innumerable organisms on this planet, etc.)
I don't know a religion that is really 'alien' in that sense. Maybe Jainism? I don't know enough about Jainism to really make that distinction.
Any thoughts on a religion that is not of this world?
P.S. I've also updated the Kindred Sayings tab.