One of the things to do in Salvador is to attend a Candomble ceremony. Candomble is a monotheistic religion, its god is called Olodumaré. This African-brazilian religion venerates orixás, or saints.
Candomble ceremonies take place in the terreiros de candomblé. Some terreiros are open to tourists. If you want to attend one of the cults, you can find information in the Federaçao Baiana de Culto Afro Brasileiro (Rua Portas do Carmo, 39). In the ceremonies you have to dress conservatively in white clothes.