It seems as though whenever there is a monotheistic religion introduced to an area it seems to dominate. We saw this in various places, such as Christianity supplanting Hellenic, Germanic, Celtic, and Slavic beliefs. We saw Islam supplanting Zoroastrian and African pagan beliefs, and we saw Judaism supplanting polytheistic beliefs in Judea. Why does this trend seem to also carry though history? As whenever Europeans colonized a new area of the world the natives seemed to usually convert very quickly. Is there a reason Monotheistic beliefs have so much more power over people?
This question seems based on false premises because it really isn't religions that dominate other faiths, but polities adhering to certain religions dominating other polities. It's the religious equivalent of asking "why are Indo-European languages so great that they displaced languages across the world?" - the answer is not a quality inherent to that language family, but the fact that the part of the globe that spoke those languages came to dominate the rest due to various unrelated historical processes.
I disagree. The process of Christianisation was incredibly slow, Justinian was still attempting to Christianise the empire in the seventh century and the process was still not finished by the 10th. Similarly, the elimination of Zoroastrianism was never completed. In the aftermath of the Islamic conquest the religion of the elite became Islam, the main body of the population retained their traditional faith. Further, you completely discount China, which retained its traditional and non monotheistic beliefs in the face of European pressure. You mention that when European coloniser arrived that the natives often converted. This is certainly not the case universally, take India for example. Often Christianisation was enforced by the most brutal methods. We could even take issue with the idea that Islam or Christianity are monotheistic at all, considering the veneration of Sufi saints and that of the Virgin. The dichotomy between mono/poly theism is not nearly as clear cut as you make out.
I think it's important to note that your examples all stem from one family of religions--the Abrahamic religions--and that two of these religions sought and made their bones (so to speak) converting parts of the Roman Empire. I'm not sure you can make a general case that monotheism always supplants polytheism; rather, Islam and Christianity both had the advantage of entering a large common political structure, came to dominate parts of it, and then those political bodies ended up being influential over large parts of the world.
A few people have mentioned Hinduism in this thread as an example of a (modern) world religion that has retained a polytheistic belief system.
I just wanted to say that isn't really true. Whilst there are definatley aspects of Hinduism that can be likened to polytheism - different deities being treated separately in worship. Hinduism by and large is (and always has been) monotheistic.
There is still a belief in one ultimate being in Hinduism (Brahma) and all deities come from him as the creator.
As such you can't really use it as an example of a polytheistic, modern religion.