Re: @Mark...well , there you have it....
I'm not aware of major religions who teach life only exists on one planet. Just as the bible/torah/koran don't explain quantum mechanics or _how_ life appeared (except when read in a very literal sense which already contradicts most of what science teaches), they simply don't discuss such matters because nobody had the concept there even WERE other worlds, or really knew what a world WAS.
The bible for one, clearly says the universe is part of creation, not just earth. It says God made the universe, and then God made life on Earth.
The existence of life itself doesn't challenge anything anyway. Only the existence of sentient life - the major religions focus on humanity and count other life as less important - cats don't have to accept Jesus, etc. The big question would, I think, be how intelligent life was folded into that. Some would probably argue only humans 'count' and other species are like animals - they live, they die, that's it. Others would have to figure out how a seemingly Earth-centric religion - why did Jesus come to our planet - applies to other species. The Speaker for the Dead books by Orson Scott Card tackle this to some degree.
And of course, other sentient species may well have their own religions. The notion that only humans have religion is falling into the same trap claiming humans are 'special'. The fact Earth has many contradictory religions hasn't caused us to say "well that's clearly crap" so finding other species have their own religions wouldn't either. Some atheist ideal that finding other life will cause the whole house of cards to collapse is just fanciful naivety which shows as little understanding of people as the crazy religious folk.