Theres one where Stalin halted a proposal from Molotov from demolishing St. Petersburg Cathedral like the Cathedral of Christ the Saviour, and another from among the Bashkirs that tell of his willingness to win victory at any cost that during a meeting with a sufi master he was told the Soviet union would prevail should Stalin convert to Islam, and that Stalin said with no hesitation “There is no God but God, and Muhammad is His messenger.". I've also heard stories that he would encourage people to pray if they thought it would help win the Great Patriotic war, and stories of how he was still quietly religious and would go to confession once a month.

Hell I've even heard a story about frontline soldiers being caught mid prayer by a commissar, and when asked what they were doing, that they were - jokingly - praying to Stalin and totally not to God. They were told to hurry up with the prayers and get back to work.