My wife Elise and I recently found a religious artefact at a local car boot sale: a piece of kitsch surrealism in the sculpted shape of God's cupped hands holding a lifelike replica of the Last Supper. Despite the day being the Sabbath the sculpture was the only religious object out of half a million items on sale that day. Oh, wait - there was an old LP of The Childhood of Christ, a divine choral work by Hector Berlioz - scratched. But it got me thinking.

I remembered the many other choral works that had given me pleasure over the years - Fauré's Requiem, Elgar's The Kingdom, Led Zeppelin's Stairway to Heaven, Tom Waits and a tramp hauntingly crooning Gavin Bryars's Jesus' Blood Never Failed Me Yet. The list made me realise how many of the masterpieces were religious works of art. Religious art has always had an effect on me, from the day my parents hung a repro of Holman Hunt's The Light of the World over my cot.

Religion is rarely out of the news. If it's not honeymooning gay priests - they have as much right to be miserable as straight couples - it's the Pope banning the filming of Dan Brown's Angels & Demons in the Vatican. I've had a brush with the Church myself, when my film The Devils was almost banned from the Venice Film Festival. I was fortunate in having Derek Jarman as my production designer, who first inspired me by his exhibition of religious art, cardinals' capes made of polystyrene and crammed with dollar bills.

In recent years, Christian religion has turned into light entertainment: Jesus Christ Superstar and Joseph and the Amazing Technicolor Dreamcoat. Even places of worship have cafeterias and souvenir shops, although Salisbury Cathedral has been redeemed by William Golding's The Spire and Elizabeth Frink's Walking Madonna - surely one of the greatest sculptures of the 20th century. The Holy Mother's expression transcends pain and grief, as she battles against the winds of Golgotha with every fibre of her frail garment cutting into her tortured soul. It is a place of pilgrimage even for the non-believer, depicting the eternal suffering of humanity.

I once made a film about Lourdes, where Bernadette Soubirous witnessed the miraculous 18 apparitions of “a Lady”. Despite the town having become a magnet for the antimaterialistic faithful, it has more gift shops than Brighton seafront. I visited a factory in the town that had the Holy Mother gliding off an assembly line. That's not to say that Lourdes is bereft of worthy works of art. There are 14 on a hill near the Santuary, seen by thousands of visitors every day. They depict the 14 Stations of the Cross in larger-than-life bronze statues, depicting Christ's last journey lugging the Cross, helped by the faithful and flogged by His Roman persecutors. Figurative art it may be, and only a cut above the art of waxworks. So what? The true significance of these well-weathered silent-movie tableaux vivants is in the eye of the beholder, as they bring to life resonant events of 2,000 years ago. We may think with words, but we understand through symbols.

You'll also see modern art at this popular shrine - in the form of rows of crutches hanging up in a grotto, as a miraculous statement of those who arrived on crutches and left them behind: a sort of payment for admission to one of God's very own museums.

Then there's the underground edifice built of white concrete blocks, reminding me more of the Maginot Line of defence than a cubist cathedral - a bastion in the eternal battle of good against evil.

My own conversion to the faith was when I was still an amateur cineaste trying to break into the big time. John Schlesinger, the talented film director (Midnight Cowboy, Sunday Bloody Sunday), had just left the BBC Arts programme Monitor for a new career in feature films and so the presenter Huw Wheldon was looking for a replacement. There were many contenders, myself included.

Although most applicants submitted documentaries of the “Barrow Boys at the Elephant & Castle” variety, my Cocteauesque fantasy Amelia and the Angel, concerning a pretty child on the lookout for a pair of angel wings in London, was sufficiently different to win me the prize job of the decade. I was released on the public with Huw's sober warning: “Not too many bloody crucifixes, Russell!”

This was the early Sixties when I, a recent Catholic convert, was nonetheless a hapless drug addict. Snuff was an irresistible “rush” for me, and for my friend Oliver Reed, an instant “high”. It was an addiction that I was simply unable to kick, until I bought an exquisite 3ft pre-Raphaelite plaster reproduction of the Madonna and Child.

I bought it from a religious repro store in Victoria with my life's savings (£20) and hauled it home to my digs in Notting Hill on the 31 bus. To celebrate the event, I prepared to take a pinch of snuff on the way, but for the life of me I couldn't open the lid of the tin, which had jammed.

By the time I reached home I was shaking with withdrawal symptoms. As I put the heavy object on the mantelpiece, I muttered: “For God's sake, let me give up this filthy f***ing habit, please.” I don't do snuff any more. So cheers for religious art!

My Madonna was lost in a recent fire. At the moment pride of place belongs to a souvenir from Turkey, a nazar boncuk in the shape of a blue and gold circular ornament, in the middle of which is a blue glass boncuk bead: a black iris in a single teardrop - for warding off the evil eye.

You can't be too careful.

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