Here's an article called The Vagaries of Religious Experience that throws some light on the psychology of belief. The author describes an experiment:

when experimenters approached people who were standing in line at a photocopy machine and said, "Can I get ahead of you?" the typical answer was no. But when they added to the end of this request the words "because I need to make some copies," the typical answer was yes.

His interpretation is that people crave explanations of unfamiliar occurrences or behavior, and the words "because I need to make some copies" satisfies that craving even though it doesn't tell them anything they don't already know. Similarly, the explanation "because God willed it" satisfies many people's curiosity about all kinds of phenomena, from "why do fossils exist?" to "why did I survive that earthquake?".

Incidentally, I found that article through The Arts & Letters Daily, which always has some interesting stuff.