Bellow recalled a time from his youth when he had to stay in a hospital and read the New Testament while there. He had a profound spiritual experience and felt a deep connection to Jesus (Atlas, pages 15-16).
Bellow was temporarily a Reichian - an adherent of the religion/psychological fad founded by Wilhelm Reich. For a longer period of time, Bellow was an Anthroposophist. Bellow's Anthroposophists beliefs were espoused in some of his novels, particularly in Humboldt's Gift.
From: Robert Fulford, "Bellow: the novelist as homespun philosopher", a review of Bellow: A Biography, written by James Atlas; published 23 October 2000 in The National Post (http://www.robertfulford.com/SaulBellow.html; viewed 19 October 2005):
Occasionally, Bellow himself has shown a weakness for fads. In the 1950s, Dr. Wilhelm Reich (1897-1957), a charismatic quack, preached a neo-Freudian theory that mental health depends on unfettered orgasm. A Reichian adherent would sit for hours each day in an Accumulator, or orgone box, which looked like an old-fashioned phone booth. It was lined with zinc and insulated with steel wool, to collect "orgone energy." Bellow's Reichian analyst had him sit in the box for many hours, and sent him out in the woods to advance his cure by screaming his head off. In the end, Bellow decided the therapy did more harm than good.
Much later, he was attracted to another dubious set of ideas, the anthroposophy of Rudolf Steiner (1861-1925), the author of books such as The Occult Significance of Blood. Steiner's impenetrable theories showed up in Humboldt's Gift, prompting interviewers to ask whether this nonsense was meant satirically. Bellow was offended. Hell, no, he took Steiner seriously.
What he was looking for in Steiner was what certain American writers have sought since Ralph Waldo Emerson: transcendence, a glimpse of an existence beyond mundane experience. Emerson, Thoreau and the other New England transcendentalists were heirs to German idealist philosophy and to the writers of the Romantic era, notably Coleridge and Wordsworth. The transcendentalists in turn influenced Melville, Whitman -- and Bellow...
It happens that at this moment, two Canadian-born American Jewish intellectuals stand among the great world figures in the arts: novelist Saul Bellow and architect Frank Gehry. This may be mainly coincidence, but the parallels between them, particularly in their intellectual lives, are worth noting. Among other similarities, they both left Canada for the United States at a young age and both remained known only to a relatively small public until their reputations blossomed in middle age.