Board Thread:Lore Discussion/@comment-179.154.18.7-20150103210011/@comment-15271256-20150103222306

In essence, Sithis doesn't exist, because he is a representation of something that is not something because it is actually less than nothing. The Void itself is essentially the infinite black space outside of the Elder Scrolls universe. Due to this, it might be safe to assume that the Dark Brotherhood are either Agnostics or Atheists.