“There are no gods in Buddhism.”
“Buddhists don't believe in heaven or hell.”
These are some of the statements you typically hear in the West from people who either practice a Westernized form of Buddhism (consciously redesigned to be more acceptable to modern Westerners) or who are generally friendly to Buddhism but do not practice it. All of these statements are also false. They are basically just part of a marketing campaign to make Buddhism into something that anti-religious Western bohemians and intellectuals will find appealing. The reality of Buddhist practice in Asia is very different.
First, the idea that Buddhists don't believe in sin, or don't believe in heaven and hell. According to Christoph von Furer-Heimendorf, an ethnologist:
“In Buddhist thinking the whole universe, men as well as gods, are subject to a reign of law. Every action, good or bad, has an inevitable and automatic effect in a long chain of causes, an effect which is independent of the will of any deity. Even though this may leave no room for the concept of 'sin' in the sense of an act of defiance against the authority of a personal god, Buddhists speak of 'sin' when referring to transgressions against the universal moral code.”
So, the understanding of sin is different, but the idea is still there. And what happens to the soul of a person who has committed great sins? He is reincarnated in one of several “Naraka” or hellish realms, until he is able to burn through all of his bad karma. Similarly, people with good karma can be reincarnated in a heavenly realm. So, in Asian Buddhism, there are actually concepts of sin, and of heaven and hell.
What about a God or gods? The Buddha himself discouraged speculation on this topic, but later generations of Buddhists incorporated many, many deities of different kinds into their belief system, and for all practical purposes Mahayana Buddhists worship the Buddha as a divine being:
“Mahayana Buddhism is not only intellectual, but it is also devotional ... in Mahayana, Buddha was taken as God, as Supreme Reality itself that descended on the earth in human form for the good of mankind. The concept of Buddha (as equal to God in theistic systems) was never as a creator but as Divine Love that out of compassion (karuna) embodied itself in human form to uplift suffering humanity. He was worshipped with fervent devotion...” (Professor C.D. Sebastian)
Buddhism in Asia has every single characteristic of an organized religion as understood in the West- a priesthood, a temple network, monasticism, deities, sacrificial offerings, prayer, mythology, a concept of sin and the punishment of sin, and so forth. It's certainly true that you can practice a kind of “philosophical Buddhism” stressing the core concepts and cutting out all of the organized religious elements. It ought to be clearly understood, though, that this is basically a Western creation- or a reform, depending on your perspective- and is not how Buddhism is actually practiced in Asia. But even this Westernized Buddhism is still a religion, if you define “religion” as many modern scholars of religion do:
“(religion is) a kind of cultural and/or linguistic framework or medium that shapes the entirety of life and thought ... it is similar to an idiom that makes possible the description of realities, the formulation of beliefs, and the experiencing of inner attitudes, feelings, and sentiments.” (George Lindbeck)
"...for limited purposes only, let me define religion as a set of symbolic forms and acts which relate man to the ultimate conditions of his existence." (R.N. Bellah)
Out of all of the forms of Asian Buddhism, Zen is arguably the least theistic, the least “mythological,” and the most amenable to being practiced as a “philosophy” with no overtly religious content. So it is quite common for Zen teachers in the West to say that Buddhism is not a religion, or that it is not theistic, or that it has no concept of sin. Their statements are arguably true in regards to Zen, but it's a case of spin. They're choosing to interpret a very complex tradition in the one way that will be most appealing to their Western audience. All of those statements are very debatable even for Zen itself, but they are just flat out wrong when generalized to other forms of Buddhism. The widespread acceptance of these viewpoints in Western intellectual circles is a case of successful marketing. If Westerners interested in Asian thought had seen Buddhism as a form of religion, most of them would have rejected it- so it was simply packaged as something else.