Ainur the HOLY ones

[Encaitare]

Although I'm not sure about the worship practices of the people of Rohan, they did recognize one of the Valar above the others: Oromë, whom they called Béma. I quote The Encyclopedia of Arda (grand site that it is):

Béma
The name used by the Northmen for the Vala the Elves called Oromë. As the great huntsman and horseman of the Valar, he and his steed Nahar were known to the horse-loving people of Rohan, who claimed that their great horses the mearas had ancestors brought out of the West by Béma himself.