Abstract: Religiosity affects everything from fertility and health to labor force participation and productivity. But why are some societies more religious than others? To answer this question, I rely on the religious coping theory, which states that many individuals draw on their religious beliefs to understand and deal with adverse life events. Combining subnational district level data on values across the globe from the World Values Survey with spatial data on natural disasters, I find that individuals become more religious when their district was hit recently by an earthquake. And further, I find that this short-term effect co-exists with a long-term impact: Using data on children of immigrants in Europe, I document that high religiosity levels evolve in high earthquake risk areas, and are passed on across generations to individuals no longer living in these areas. The impact is global: earthquakes increase religiosity both within Christianity, Islam, and Hinduism, and within all continents. I document that the results are consistent with the literature on religious coping and inconsistent with alternative theories such as insurance or selection.