Christopher Nolan appears to be non-religious.
Although his films are fodder for political posturing, Nolan declines to share his own political beliefs--but really, he's an Obama fan.
Christopher Nolan was born in London, England and grew up there and in Chicago, Illinois.
Although some reviewers read religious themes in Nolan's films, he's given no indication that he is religious himself. Plenty of his fans think he's an atheist, but they don't seem to have any proof for that either.
The only telling thing I could find was an absence of discussion of the spiritual instead of any positive proof. In his issued statement following the movie theater shooting in Aurora, Colorado during a showing of his film, The Dark Knight Rises, the absence of the word "prayer" is noticeable. In the last line he says,
. . . our thoughts are with them and their families.
Even remotely religious people tend to say "thoughts and prayers" so I'm going to guess that his omission of the latter is an indication that he doesn't pray or follow any particular religion.
The Political Agnosticism of Batman
Reviewers of Nolan's Batman films see even more politics than they do religion, with many calling The Dark Knight Rises a conservative comment on the danger of populism a la Occupy Wall Street. But some conservatives also criticizes the film for being anti-Romney liberal propaganda. Nolan denies that the film has a political message:
We're going to get wildly different interpretations of what the film is supporting and not supporting, but it's not doing any of those things. It's just telling a story.
So now that we know he's not espousing his political beliefs through film, what does he really believe? He doesn't make it easy to know. He never responded to allegations of political messages in his film with a partisan word, insisting it was not intended as such. But he's not non-political and he seems genuinely amused that people are getting so worked up about his film. When prompted to share his own take on all this political posturing, he said,
Oh, I've got all sorts of opinions, but this isn't what we're doing here. I love when people get interested in the politics of it, when they see something in it that moves them in some way.
So what exactly are those opinions? Thanks to one of our diligent Hollowverse readers–thank you Beth–we know he's a Democrat, or at least an Obama fan. Nolan donated a respectable $2,500 to the president's 2012 campaign, despite how much his conservative Dark Knight fans wish it wasn't so. Alas, one fewer potential conservative in Hollywood.