We could devote a whole thread to the craziness, inconsistency and inhumanity of Bible stories. Not to mention the retcons and revisions. My favorite Medieval add-on is the Harrowing. I also get a kick out of how Adam and Eve were the first people, yet Adam managed to have a first wife before Eve (it's also amusing to realize that all of Humanity must be the product of incest-- explains a lot). But the stories themselves are great to read and to mine for imagery and allusions. They're completely outrageous.
I don't know if this counts as a religious story, but Christmas is coming and I've always loved the song "The Little Drummer Boy." There's a story with a message I can believe in.