Q:

Why were there no Gods in Harry potter?

In almost all sagas we find Gods: e.g. in LOTR, Gods were mentioned, like Valar etc. But in Harry Potter, Voldemort was referred to as the Dark Lord (but he was just a normal wizard who chose the Dark and became extremely powerful); the tale was set in the 20th century and the oldest people mentioned were the four wizards after whom the houses in Hogwarts were named (Hogwarts was established in 990 AD).
Why were there no Wizard Gods or anyone whom Voldemort worshipped? At least in the movies no such things are mentioned.

A:

JK Rowling was writing stories set in the real world, only with magic. Our world already has religions, and she saw no need to invent more. In addition, her concept of magic was secular; magic is effectively a form of science, it does not depend on active intervention by a god or gods. She has said that Wicca does not appear in the books for this reason:

Responding to questions as to why Wicca, a modern pagan religion that also uses the words “witch” and “wizard” to describe its members, was not represented at Hogwarts, Rowling said: “It's a different concept of magic to the one laid out in the books, so I don't really see how they can co-exist.”

Rowling herself identifies as a Christian, and sees the books as exploring Christian themes of sacrifice and resurrection:

"To me, the religious parallels have always been obvious," Rowling said. "But I never wanted to talk too openly about it because I thought it might show people who just wanted the story where we were going."
At the end of her latest and final installment in the series, there are specific references to Christianity and themes of life after death and resurrection.
At one point Harry visits his parents' graves and finds two biblical passages inscribed on their tombstones.
  "They are very British books, so on a very practical note, Harry was going to find biblical quotations on tombstones," she said.
"But I think those two particular quotations he finds on the tombstones ...they sum up, they almost epitomise, the whole series."

Adding fictional religions would only distract from this element of her writing.

A:

Disclaimer: The answer below is almost purely speculative.
1. Out of universe:
Rowling had already enough problems with various religious fanatics calling her a "Satanist" (or "devil worshipper"), adding some sort of godlike (or even worse demon-like) beings would only add fuel to their fires.
2. In universe.
In the Harry Potter world magic is science, the same as physics or chemistry. Not sure about you, but I don't know about any scientist that prays to the god of Math before conducting an experiment (although I knew few students who were becoming suddenly VERY religious a few minutes before exam ;) ). In other words, wizards (especially modern ones) don't believe that there is some mystical force responsible for magic. Can they be religious in general? Sure, why not, if they believe that the Abrahamic (or any other) God created the world, He/She could also create magic. If any of the original founders of Hogwarts believed in some sort of god of magic (like Greek Hekate), such belief simply didn't last through the centuries.
And now look at Voldemort: this guy has a god complex - can you imagine him bending his knees to someone stronger than him? I don't think so. He wants to achieve his goals only using his own power, not something granted.

A:

There are no invented religions in Harry Potter because that would make it a different kind of story. It's not high/epic fantasy like Lord of the Rings, set in an imaginary medieval-style world. It's set in a very real 20th-century world, just in a fictional esoteric subsociety within this real world. Because of this, the only religions mentioned or alluded to are those which exist in the real world.
Yes, there are references to religion in the Harry Potter books, albeit very few. The practise of appointing godparents is a Christian one, for one thing: so Sirius, Harry, James, Lily, Lupin, and Tonks were probably all at least culturally Christian. The quotes on the Potters' and Dumbledores' tombstones in Godric's Hollow are Biblical ones, confirming the Christian connection:

"For where your treasure is, there will your heart be also" (Matthew 6:21)
"The last enemy that shall be destroyed is death" (1 Corinthians 15:26)

The graveyard was a church one, which is even more evidence that the people buried there were Christians.
As for other religions, Anthony Goldstein has been confirmed to be Jewish, and Rowling has said she could imagine people of any and all religions being wizards and studying at Hogwarts - except Wiccans.
There are also a few references to God in the books, but these could be merely cultural and not reflect any religious adherence; many non-religious people say things like "thank God":

"Bill! Thank God, thank God –"
-- Molly Weasley, HP and the Deathly Hallows
"So that's little Scorpius. Make sure you beat him in every test, Rosie. Thank God you inherited your mother's brains."
-- Ron Weasley, HP and the Deathly Hallows

