The first phrase of the Wikipedia article on Buddhism states that "Buddhism is a nontheistic religion". This by itself is enough to raise Western eyebrows - how many of our associations with the term "religion" can still stand when the tradition in question explicitly denies the reality of God?
In classical India, Buddhist philosophers engaged in centuries of careful debate with their rivals, many of whom were theists. The Buddhists tended to focus their anti-theistic arguments on the absurdity of deriving many from one: a diverse world could derive only from another diverse world (what we might casually call "the same world", but in an earlier state). They maintain that any single agent posited as the originator of many things turns out, on analysis, to be a community of agents.
Richard Hayes helpfully summarizes the main lines of the debate ( http://www.unm.edu/~rhayes/hayes1988.pdf ); our discussion will focus on Vasubandhu's contribution. Plausibly, the ultimate bite of Vasubandhu's arguments doesn't concern theism, but rather agency in general. How are we compelled to understand what doing something is, when the effects of any action arise successively rather than all at once?
In denying the intelligibility of a supreme self (the God who brings the world about), Buddhist writers are always concerned to deny the intelligibility of our selves as well. The apparent strangeness of this commitment (along with its challenging ethical implications) may evaporate a little once we've seen it applied at the cosmological level.