Here is a link to an article by By Robin Marantz Henig that was published on March 4, 2007 in the New York Times. The extensive articles deals with the "search for an evolutionary explanation for why belief in God exists not whether God exists, which is a matter for philosophers and theologians, but why the belief does."
Here is an introduction to the article, but I encourage all to follow the link for the full article.
God has always been a puzzle for Scott Atran. When he was 10 years old, he scrawled a plaintive message on the wall of his bedroom in Baltimore. God exists, he wrote in black and orange paint, or if he doesnt, were in trouble. Atran has been struggling with questions about religion ever since why he himself no longer believes in God and why so many other people, everywhere in the world, apparently do.
Call it God; call it superstition; call it, as Atran does, belief in hope beyond reason whatever you call it, there seems an inherent human drive to believe in something transcendent, unfathomable and otherworldly, something beyond the reach or understanding of science. Why do we cross our fingers during turbulence, even the most atheistic among us? asked Atran when we spoke at his Upper West Side pied-à-terre in January. Atran, who is 55, is an anthropologist at the National Center for Scientific Research in Paris, with joint appointments at the University of Michigan and the John Jay College of Criminal Justice in New York. His research interests include cognitive science and evolutionary biology, and sometimes he presents students with a wooden box that he pretends is an African relic. If you have negative sentiments toward religion, he tells them, the box will destroy whatever you put inside it. Many of his students say they doubt the existence of God, but in this demonstration they act as if they believe in something. Put your pencil into the magic box, he tells them, and the nonbelievers do so blithely. Put in your drivers license, he says, and most do, but only after significant hesitation. And when he tells them to put in their hands, few will.
If they dont believe in God, what exactly are they afraid of?