The most reliable way to create a lasting community is basing it on shared religion AND costly personal sacrifices. Secularity doesn't cut it, even if demanding sacrifices.

Cialdini's Influence presents a pretty strong case for Sacrifice being a very powerful method for ensuring group cohesion all by itself. For example, Fraternities and Hazing or indigenous peoples and coming-of-age rituals.

The first reason I would think of that religion does a good job of holding groups together is that it's an interest that you're "not supposed to" grow out of, unlike things like drinking/partying and playing sports.