The role of religion in history is an inherently difficult topic. Historians have rightly approached it with caution. Nevertheless, excessive caution has sometimes impaired our understanding of both individuals and broad historical developments. Ignoring personal religious experiences, especially when they have followed deliberate conversions, may be more dangerous to the truth than imperfectly assessing those experiences. I am not proposing an interdisciplinary approach, although that too is needed. Rather, I am suggesting that the religious experience of individuals be more fully incorporated, where possible, into traditional historical writings. It is in this spirit that I here examine the 1896 conversion, from agnosticism to Catholicism, of the influential London banker, Bertram Wodehouse Currie.