A religious war is a war started in the name of a certain religion usually against a differing and/or opposing religion. Such wars have occurred since the formation of religion and, as with all wars, have led to bloodshed and suffering of not only the proponents of such wars, but of innocents as well.
Examples of religious wars
A notable example of a religious war, or more exactly a series of wars, is the Crusades of medieval Europe, started by Christians to take back The Holy Land from Muslim control.
Almost all of Islam's early expansion was due to jihad and an attempt to forcefully spread their religion.
Not all examples are negative. Constantine's civil war with Licinius was fought over Licinius' persecution of Christians. The war ended with Constantine's victory and the persecutions stopped. A Byzantine victory against Varahran V of the Neo-Persian Empire forced him to end his policy of persecution against Christians as well.