This book describes how anthropologists in the twentieth century went about documenting the religions of those independent peoples who still lived beyond the frontiers of the global economy and the world religions. It begins by examining the enormous popularity of the newly invented field of anthropology in the nineteenth century as a site of multiple intellectual developments. Its climax was Frazer's Golden Bough, which is a pillar of modernity second only to Darwin's Origin of Species. But its notion of religion was entirely speculative. When anthropologists went to see for themselves, they encountered formidable obstacles. How to access a people's most profound understandings of the world and everything in it? Holding fast to the premise that ethnographers have no special powers of seeing inside other people's brains, this book teaches students to proceed slowly, a step at a time, watching how people perform rituals great and small, asking questions that seem stupid to their hosts, and struggling to translate abstract terms in unrecorded languages. Using a handful of examples from different continents, the book shows the potential of an anthropological approach to religion.