If you count ethics as a system of moral values as a set of beliefs, I cannot imagine any (however ancient) civilisation not to practice these principles, for surely they constitute the prerequisite for progress that leads to what we understand by civilisation. As for mythologies, I do not know of any civilisation to lack these, either. Religion, though, is hard to define, and some societal systems, such as Han-Chinese Confucianism, for instance, are described as being areligious. I would beg to differ, but even so, with metaphysical elements for the major part incorporated later when Neo-Confucianism was on the rise, the line remaisn blurry.