It's a religion. Or, little more precise, it can refer to a few different strands. The origin is
West African Voodoo, but there are several versions in the Americas. Haitian voodoo is probably the most famous, but in any case the explanation here is slavery.
The reason you don't associate it with religion is probably because it hasn't been treated as one. It's treated as "black magic", devil worshipping, and used to depict certain people as primitive, degenerate, dangerous etc. Something scary, or in the milder cases something laughable.
Racism and the Fear of “Voodoo” is a very short article about the American depiction of voodoo during and following the Reconstruction. That and charicatures in popular media is pretty much 100 % of the white Western world's exposure. For the latter, if you're really interested,
Haitian Vodou and voodoo: Imagined religion and popular culture is quite good but around 25 pages. I'm sure you can find something shorter by googling around as well.