As said above, though, the difference is that these are backed by ever-increasing mountains of evidence, very carefully examined, cross-checked, and subject to peer review. It doesn't rely on "belief" unless one considers that to take in the commonplace notion that physical phenomena we've witnessed -- such as gravity, for example -- will still be effective the next time, as it has continued to be throughout our experience; however, in science, this is still open to change if gravity should suddenly fail. The difference between this and religion tends to be that religion begins with an assumption, usually from some form of authoritative source (Holy Writ, revelation, etc.), that, generally speaking, is non-testable and usually non-repeating. Science relies on evidence that is testable, repeatable, and falsifiable (in other words, one can conceive of conditions in which it would not apply). And the evidence for black holes, at least, has been mounting for quite some time now, at least since the late '60s; and the more evidence we have, the more it tends to confirm much of the model from earlier research; the devil is in the details, of course, because such things are always being refined, but not overturned. Like the claim several years ago that Gould had made statements denying evolution; not so. What he did was, in light of newer evidence, agreed that the mechanism was, perhaps, different than the classical model; but the overall theory still applies. And "theory" in science has a different meaning than in everyday usage: these days, it's even called "gravitational theory" rather than the older "law of gravitation", because of the possibility that we may encounter a suspension of this phenomenon, which would require a revision of the theory; therefore it cannot be "proved with finality", as it's always open to experiential contradiction as long as there are observers to test conditions. In general usage, "theory" can simply mean "I have an idea about", but does not require evidence; in science it does, and such, I repeat, is put through massive amounts of review (and scientists are not loathe to shred something that's faulty, very quickly).
This applies to what we know of wormholes as well; what evidence we have, this "theoretical phenomenon" explains better than any other model, just as our model of gravitational theory fits the evidence better than any other that has ever been posited. "Belief" simply doesn't apply.