The one that started when Satan tricked Eve into worshipping him instead of God. It has resulted in the death of every human who has lived since then... all of us. I am glad Armageddon will be the battle that ends this sad war and finally releases us from sin and death.
The Balkans if we're talking recently. I'd say the massacres of the Aztec's if we're talking ages ago, although many don't count it as a religious war - more a war of money. Although the Spanish conquistadores did claim they killed the Aztec's because they were called by God to do so.