At the risk of being very Eurocentric, Western Religions are those religions historically associated with the Western Hemisphere. This includes Christianity, Judaism, and Islam.
Below is a list of useful websites for traditionally Western Religions. Many of the links are to research guides similar to this one at other universities or colleges so you may not have access to their databases but you can request materials like books and journal articles via Interlibary Loan.
I have indicated under each link which Religion(s) are represented in the website.