I remember seeing something that mentioned that for people who actually believe that something spiritual is happening to them their actual brain chemistry is changing.
Heightened emotions emit serotonin, dopamine, etc, and that could have an effect on people with a combination of other chemicals. Any time that our emotions are heightened we experience physiological and sometimes psychological changes. To explain why people see strange things or angels and such, those are just hallucinations. These people are not mentally ill, but the way you behave and perceive the world depends on your brain chemistry and brain chemistry is malleable given certain circumstances, so over time, someone could go from a Christian to a pagan and feel and see totally different things.
For an example I want to mention near death experiences. Near death experiences are typically explained by some scientists as auditory, visual, and sensory hallucinations, some scientists think that the brain is still active to a degree after clinical death. Of course this is still being researched and debated but it would explain near death experiences and why they are all similar. Near death experiences are influenced by culture. Culture is a learned trait and for most people this culture is the same, especially when isolated. That could also be the reason why some people experience the same things as they do rituals, prey, etc. It is shared belief and it creates memories, among other things, as our brains are wired to fit these beliefs.