It is both unintentional and fortuitous that the last two books I happened to pull off the pile (and it is a pile these days) and finish recently are both about peculiar, but highly influential religious movements in America.
The Wordy Shipmates by Sarah Vowell covers the second wave of Puritan migration into New England, those that settled the Massachusetts Bay Colony in the 1630's. It deals with the Pequot war, the establishment of Rhode Island, and how a persecuted sect moved far from its point of origin to have some autonomy, variously fought with and conspired with the natives against common enemies, and ultimately ended up persecuting religious dissenters within its own ranks.
Under the Banner of Heaven by John Krakauer is nominally about a grizzly murder that took place in 1984, but that story really just serves as a bookend to a brief history of Mormonism and Mormon fundamentalism, the story of how a persecuted sect moved far from its point of origin to have some autonomy, variously fought with and conspired with the natives against common enemies, and ultimately ended up persecuting religious dissenters within its own ranks. (Also, I wish I'd read it before I started watching Big Love.)
The interesting thing about these books is that while they are written by skeptical outsiders, both Vowell and Krakauer seem to emerge from their subjects with a grudging respect for their cultures and values (apart from the odd act of murder against heretics and/or Native Americans). And while the parallels between the stories are striking, the voices of the authors are distinct. If you've listed to Vowell's contributions to This American Life it is impossible not to hear her distinct, wry voice in your head, which manages to find humor in some pretty dark material without sounding morbid. Krakauer, on the other hand, approaches things with a much more straight-ahead journalistic style (Mark Bowden comes to mind), but also weaves a true crime narrative in the tradition of In Cold Blood.