In support of his new book, More God Less Crime, Byron Johnson, of Baylor, has put up a wonderful website about the relationship of religion and crime.
Years ago, an undergraduate student and I published a meta-analysis of this literature, and we found an overall negative correlation between religion on crime. (I.e., religious involvement and affiliation corresponded with less criminal behavior). I haven't done much in the area since, and clearly this book is the definitive statement on research on this area. (Also, it's a great book-support site).
Check it out.