NPR has an interesting audio series on brain function, spiritual experience and the growing field of neurotheology. It’s takes a fairly broad brush approach and has audio, video, an interactive thingy, and plenty of supporting material.
You might get slightly annoyed at some of the section titles (‘The God Chemical’, ‘The God Spot’) but there are some great little audio vignettes in there where people describe their spiritual experiences, whether they’ve been caused by prayer or even psilocybin – the main active ingredient in magic mushrooms.
The project borders on the edge of being a bit hokey at times but it saved by the commentary and interviews with neuroscientists working in the area.
There’s also a good article in June’s Scientific American entitled ‘Why People Believe Invisible Agents Control the World’ which looks at the origin of belief in angels, demons, spirits and the like.