From Wiki:
Will Durant explains that certain pygmy tribes found in Africa were observed to have no identifiable cults or rites. There were no totems, no deities, and no spirits. Their dead were buried without special ceremonies or accompanying items and received no further attention. They even appeared to lack simple superstitions, according to travelers' reports
Also, Jainism seems to be a kind of a "no "supreme essence" type of religion, but I'm not an expert.
A pretty good set of sources on the history of atheism and some analysis can be found here: Investigating Atheism (affiliated with University of Cambridge)