Cultures the world over have the same basic set of rules ("Don't kill people," for example) because it's common sense. Human societies have been around since long before there was a bible and they have developed many common-sense structures in order to help avoid the pitfalls of all-out animal behavior. Constant mayhem doesn’t usually help the majority of people the majority of the time. Take your pick: don't sleep with your neighbor's wife, don't steal your neighbor's stuff, don't murder your neighbor, don’t eat the yellow snow, to name just a few.
Just because many cultures have some sort of deity they defer to doesn't mean there really is one. Maybe it means they didn't have the ability to explain things any other way because their scientific understanding of natural phenomena was limited. The human race is quickly loosing that excuse. We now know with reasonable certainty that although Thor might indeed have been pissed off, he is not the reason for thunder.