According to what seems to be a western Buddhist urban legend, before he died the historical Buddha requested that his teachings not be turned into a religion. I run into this a lot on Web comment threads. It usually is followed up by some clucking about how his followers didn't follow the Buddha's request.
I don't believe the Buddha ever said that, exactly. If you know of where he actually said this speak up, but I can't find it.
Of course, he told his followers to not believe any teaching on faith, which to some people might seem like a warning to stay away from religion. But really, throughout his teaching years he called on his followers to maintain and follow the path (magga) and the dharma (or dhamma in Pali). He didn't say, just go out and do your own excellent thing.
And I don't believe there is a word in Sanskrit or Pali that means "religion," exactly, as today's English-speaking westerners understand "religion." I understand that the closest word to "religion" is dharma, and certainly the Buddha never said "don't turn my dharma into dharma."
Just looking through the Buddha's last few days of life, as recorded in the Maha-parinibbana Sutta, I am not finding anything that might be construed as "don't turn my teachings into a religion." Indeed, this sutta has him telling his disciples to go on pilgrimages to the places of his birth, enlightenment, first sermon, and death. He spoke at length about maintaining the discipline of the monastic sangha to encourage its growth. He repeatedly asked if anyone had any questions.
I don't see anything that could be remotely interpreted as "don't turn my teachings into religion." And, anyway, what most westerners would define as "religion" is a relatively recent western conceptual construct, I believe, that would have been alien to the culture of the Buddha's day.
If you are curious, about the next-to-last thing he said was,
"It may be, Ananda, that to some among you the thought will come: 'Ended is the word of the Master; we have a Master no longer.' But it should not, Ananda, be so considered. For that which I have proclaimed and made known as the Dhamma and the Discipline, that shall be your Master when I am gone.
And the very last thing was,
"Behold now, bhikkhus [monks], I exhort you: All compounded things are subject to vanish [or decay]. Strive with earnestness!"