Okay, this is going to seem a terrible departure from the pattern others have established with their very good recommendations; all of them admirable. My favorites are not directly religious books, but they made a very strong religious impression on me.
So here goes:
Gulag Archipelago, Volumes 1, 2 and 3. Never have I read a more in-depth exposition of how evil finds its nest in the human heart, or how it can be expunged. Never have I read a better exposition of how suffering can purify the soul. Possibly my favorite passage is about the gold mines in the Kolyma, where people were driven out to dig out flecks of gold from the frozen ground in minus 40 degree weather, wearing nothing but sacks. Solzhenitzn said that one cannot become truly holy “…until it is a matter of complete indifference to him whether he is, or is not, in the Kolyma.” Astonishing! All three volumes are like that. Solzhenitsyn was Russian Orthodox, but he admired Catholics very much, and, like most fervent orthodox, his moral sense is on all fours with Catholicism.
A Canticle for Leobowitz. A very Catholic sci-fi exemplification of how we corrupt ourselves and our world by seeking to create Edens on this earth for ourselves; refusing to accept that we cannot go back and create misery by our efforts to attempt it.
The Red Horse. A very Catholic historical novel about Italian soldiers in Russia (yes, there were some there) during WWII, about their home front, and how materialism corrupts a just society so quickly. A remarkable exemplification of how people can be holy in their ordinary lives.
The Power and the Glory. A novel about an alcoholic priest “on the lam” during the persecution of Catholics in Mexico. About sin, our often fruitless attempts to be better, and how we can nevertheless achieve spiritual heroism, almost unawares.