The Esoteric Order of Dagon (or EOD) was the primary religion in Innsmouth after Captain Obed Marsh returned from the South Seas with the dark religion circa 1838.
It quickly took root due to its promises of expensive gold artifacts and fish from the sea, which were desired by the primarily-fishing town.
The central beings worshipped by the Order were the Deep Ones, Father Dagon, Mother Hydra, and, to a lesser extent, Cthulhu. The Deep Ones were seen largely as intermediaries between the various gods, rather than as gods themselves. Even so, the cultists sacrificed various locals to the Deep Ones at specific times in exchange for a limitless supply of gold and fish.
The Esoteric Order of Dagon (which masqueraded as the local Masonic movement) had three oaths which members had to take. The first was an oath of secrecy, the second, an oath of loyalty, and the third, an oath to marry a Deep One and bear or sire its child.