A NEW movie series from the Museum of Modern Art, ''The Hidden God: Film and Faith,'' features some pretty brooding stuff. There's a 1955 Danish movie about a man who thinks he is Jesus Christ, an Ingmar Bergman pastiche about a tormented pastor, a Roberto Rossellini movie about monks. These are, of course, the ''intellectual with a capital I'' films that audiences might expect at a religious-theme retrospective organized by a major museum. Subtitles and all that fancy stuff.

With one exception. On Thursday, the opening-night feature at the Gramercy Theater, where the series is being presented, was ''Groundhog Day,'' the 1993 movie starring Bill Murray as a sarcastic television weatherman forced by a twist of fate and magic to relive one day of his life, Feb. 2, over and over.

Since its debut a decade ago, the film has become a curious favorite of religious leaders of many faiths, who all see in ''Groundhog Day'' a reflection of their own spiritual messages. Curators of the series, polling some 35 critics in the literary, religious and film worlds to suggest films with religious interpretations, found that ''Groundhog Day'' came up so many times that there was actually a squabble over who would write about it in the retrospective's catalog.

Harold Ramis, the director of the film and one of its writers, said last week that since it came out he has heard from Jesuit priests, rabbis and Buddhists, and that the letters keep coming. ''At first I would get mail saying, 'Oh, you must be a Christian, because the movie so beautifully expresses Christian belief,' '' Mr. Ramis said during a conversation on his mobile phone as he was walking the streets of Los Angeles. ''Then rabbis started calling from all over, saying they were preaching the film as their next sermon. And the Buddhists! Well, I knew they loved it, because my mother-in-law has lived in a Buddhist meditation center for 30 years and my wife lived there for 5 years.''