Upvote:3
This is kind of tough to answer, as few people look upon themselves as "evil", and there are adherents to pretty much every religion that will happily tell you everyone else is worshiping devils.
That being said, the best candidate I can think of is the Thuggee (Thugs). Yes, we got the word from a historical people. This was a society in India that believed they were descended from Kali (Hindu goddess of death), and made their living by murdering travelers and caravans. Its debatable how religious they actually were though. There are millions of modern-day Kali worshipers who would quite strenuously object to any insinuation that Kali is an "evil" goddess.