Nolan refrains from talking about his political or religious views, as far as I'm aware. He's stated in the past:
NOLAN: It’s funny, I’ve been asked a lot about the politics of the film. I dismiss all such analogies [laughs]. It really isn’t something we think about as we put the story together, myself, David Goyer and Jonathan [Nolan, brother of the director]. But I would point to the interrogation scene with Batman and the Joker — not that there is a specific political point, per se — but that I was interested in getting the actors to explore a paradox: How do you fight somebody who essentially thrives on aggression?
GB: I winced when I read a lot of the political messaging that people said they detected in your film. I think a lot of that says more about my industry than it does yours.
NOLAN: [Laughs] “Yes, you may be right.”
GB: It seems to me that, more often than not in a genre such as the one you’re working in, most of the political messaging has more to do with the viewer than the filmmaker. It’s inferred, not implied.
NOLAN: I agree completely. Especially if you do it right. If you’re working in a genre that is heightened reality. I like to talk about these films as having an operatic quality or being on a grand scale and a bit removed from the rhythms of real life, no matter how realistic we try to make the scenes themselves. In this scene, for instance, we went for the gritty realism in the textures of it, but it is a heightened reality. We’re trying to work on a more universal scale. If you get that right, people are going to be able to bring a wide variety of interpretations to it depending on who they are. It’s allowing the characters to be a conduit to the audience. Allowing an audience to sit there and relate to Batman and his dilemma whether they are Republican or Democrat or whatever.