That's right! The King of Shock Rock (real name Vincent Damon Furnier) is a born-again Christian. From Wikipedia:
In 1994, Cooper released The Last Temptation, a concept album dealing with issues of faith (reflecting Cooper's own recent conversion to born-again Christianity), temptation, alienation, and the frustrations of modern life. Concurrent with the release of The Last Temptation was a three-part comic book series written by Neil Gaiman, fleshing out the album's story. Music Videos were made for "Lost In America" and "It's Me", the two singles off the album.
Linky:
http://en.wikipedia.org/wiki/Alice_Cooper