Studies have found an association between the content of beliefs in the supernatural and increased cooperation in social groups. “High Moralizing Gods,” “fear of supernatural punishment,” and “supernatural monitoring” have been claimed to permit greater social cohesion through the specific epistemic engagement they produce in the minds of those who hold certain religious beliefs. However, the evolutionary pathways linking these religious features with cooperation remain unclear. Focusing on the example of belief in supernatural sanctioning, this chapter delineates different mechanisms by which beliefs in supernatural entities could, in principle, lead to greater cohesion and emphasizes the different predictions each evolutionary mechanism affords. It thus reassesses several studies that have been interpreted as supporting or as failing to support one or some of these cultural evolutionary processes. Finally, it proposes several avenues by which research addressing the link between cooperation and specific forms of belief in supernatural entities could be strengthened.