Probably one of the most prominent LEGO projects related to religious themes is Brendan Powell Smith's The Brick Testament.
Brendan is planning on illustrating the bulk of the Bible in LEGO form, and he's already completed a lot, from Genesis up through the time of King Solomon, the Gospels and stories from Acts, illustrations from the epistles of Paul and, most recently, getting into the prophecies of Revelations. He's even published three books based on his project.
I'm pretty excited about his recent foray into Revelations because I've been wondering how he would tackle some of the more fantastic imagery of the prophetic and poetic sections (as opposed to the more straight-up narrative). A couple of notes - Brendan is not a religious person. He actually feels that most Christians (and, I assume, Jews) do not really read their own holy book and that by confronting his illustrations (say, for instance, the slaughters described in the conquest of the Promised Land) they may think again about some things they've been blindly accepting. I'm a Christian, and so disagree with Brendan about some things, but I certainly agree with him that we all should learn more about our faith traditions and confront the difficulties rather than blindly accepting (or rejecting) them. I've been a big fan of Brendan's work from its inception, and, back when I was active on Lugnet, would comment extensively on each new installment, both on the LEGO construction and on his interpretation of certain passages. I'm going to try to take that up again on this blog, and will also hopefully be able to get Brendan to respond as well. Since there is so much there (given the backlog of past installments), maybe I'll try to make the BT a weekly feature here.
Oh, one last, where the text has people involved in sex or violence, Brendan does depict these in LEGO form. So you may want to look at his site first before sharing it with your kids. He does include warning labels on stories that include those things.