 FACT: The sign outside the church in the opening sequence appears to  say "Calvary Presbyterian," and Nancy refers to "the pastor," which  is consistent with a Protestant church. However, in the sanctuary,  there is religious statuary, and Nancy disguises herself as a statue  of the Blessed Virgin (with an amazingly handy bit of fabric in the  traditional blue which always adorns Mary in traditional religious  art). Presbyterians come from a strict Calvinist tradition that  eschews statuary as idolatry, and they dont pray to Mary.