I read a collection of short stories a while back. One story, I think it was the final one in the book, was about aliens visiting a sports event (I think it was a football (soccer) match). They completely misunderstood it and thought it was some form of worship, with the stadium being a temple, players being priests, the spectators being worshippers, etc.
That aliens were viewing from inside a spectator, if I remember correctly, like possession.
Does anyone know which story it was?