Games on steam with a religious theme.

The Shivah?

The binding of issac

Bioshock Infinite.

Postal 2 lulz.

Inquisitor?

Nicolas Eymerich - The Inquisitor

Assassin's Creed

Xenogears has some pretty heavy religious stuff in it, im sure you can find an emulator for it lol

Bad Rats.

Dog is God. Cat is smut.

Lucius

Assassin's Creed? I remember in AC 2, you're basically up against this guy who became the pope

yea I'm sure it's based on a religious theme, most of the story centres around the apple of eden

All the Worms games I've seen have the Holy Hand Grenade in it. Not exactly enough to be considered a theme of the game, but I felt I had to say it anyway. (A few worms games are actually on today's humble bundle daily thing.)

Assassin's Creed Series
The First Templar
The Binding of Isaac
Lucius
Resident Evil 4
Bioshock Series
Shadow Man
Where Angels Cry

Vampire - The Bloodlines often using theme of Apocalypse also vampires are children of Kane, so...

In black & White you can be god, I liked to be a cruel god and punish my people all the time XD

Well if depends from what angle of religion you "look", but Darksiders (both of them) and Clive Barker`s Jericho have what you search for I think :P...
Oh, and lets not forget Painkiller (you choose which)...

Bioshock Infinite.

Most RPGs have interresting religious-systems embedded in the gameworld (Elder Scrolls, Gothic, Dragon Age etc...), but the games usually aren´t focused on them.

Morrowind however deals with religion in the main storyline and has a nice plot about how historic events can be distorted and mixed with believes to benefit one side or the other.

the elder scrolls and the fallout series has some crazy religions in them