The chapter opens by making the case for a capacious understanding of the psychology of the religious imagination. Psychological capacities and propensities, it is suggested, are enabling as much as they are constraining, and religious actors creatively employ these capacities and propensities as much as they are unknowingly subject to them. The particular phenomenon for which this notion of the religious imagination is then explored in the bulk of the chapter is the deus ex machina of Greek tragedy; the relevant imaginative capacity is the human propensity for make-believe. The chapter argues that both externally, as a form of make-believe, and internally through details of the dialogue between god and characters, deus ex machina scenes pull systematically in two directions: the religious experience they enable is one in which there is room simultaneously for both belief and disbelief, trust and distrust, commitment and distance. A subsidiary strand of the argument aims to contribute to current debates about the notion of ‘belief’ in scholarship on Greek religion. The chapter emphasizes that ‘belief’ is usefully understood as sometimes including an attitudinal dimension. This attitudinal dimension comes to the fore in the deus scenes.