Arguably, horror began with religion. The moment we pondered the divine, inescapably we introduce ideas and themes of hell or the lack of divinity in some way. The idea of the “devil” or A devil is very old. And so in storytelling, Christian horror but also broadly religious horror in all its forms is fundamental and diverse.
The Exorcist (1973) has become the most celebrated example of this subgenre. Which has spawned many, many, many exorcism books and movies over the years. The Omen trilogy (1976-1981) is another notable example. But it should be mentioned that other subgenres are closely linked to the many tropes of Religious horror, such as Vampire horror, Folk horror, and Witchcraft horror.