All of the Forgotten Realms books deal in religion, one way or another
Even Anne Rice's famous Vampire Chronicles touch in religion a bit...
(Sorry, I know that is not what you meant...I just had to have fun...)
I really liked The Twilight Giants Trilogy, and you do not even need to know alot of Realms background to enjoy them.
If you are looking for newer, easier to find releases, check out the Sembia novels, as I read that they are balanced for people new to the Realms, as well as old timeres, looking to expand their map in what they already call home. I believe I read that this is to be a 6 book series???(somebody confirm...)
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Cloudposter
Currently engaged in the
Throne of Bhaal expansion set