The witch hunts and such were used as a way to kill people who others had a personal grudge against
In certain places there were no personal grudges, and it was used as a method to kill those who did not follow the beliefs of the major churches, because if you recall, pagans(sp?) retained their beliefs in polytheism after Christianity took over, and the church wanted to silence many of the people who followed that belief of the different gods for different things
People still believe in it as part of their culture and religion because of the society they live in; for example, a few hundred years ago, people believed the earth was flat and the center of the universe since that was the easiest explanation for them
It's not their fault, since they don't have all the same technology and beliefs as us .-.