At a certain point in Frostpunk you get the option to choose a path: Order or faith. This opens up a new set of laws you can enact, with their own progression. In my playthrough I chose faith. I haven't used it to much practical benefit, but I like having it around.
Frostpunk is a city-building survival game in which laws you can pass have a big effect on your citizens' mood. Keeping discontent low and hope high is essential to keep from being overthrown and ending the game.
The Path of Faith lets you build churches and shrines that can raise people's hope. You can also build services, such as kitchens and hospitals. I haven't enacted those laws yet, even though they'd probably help. My people could certainly deal with more food and medical care.
But whenever I have the resources, I've been more drawn by the ceremonial stuff: Evening prayers, which gather everyone together, and the Faith Keepers, who can quell protests by the power of their belief. I've been plunking shrines down whenever they will fit, building houses of prayer and even a grand temple.
The Path of Order lets you build guard towers and employ patrols, but I like the idea of letting people find their own way to hopefulness through the presence of religion in my city. I want my citizens to gravitate toward Frostpunk's religion on their own, increasing their hope rather than dictating their behaviour.
That said, there's a totalitarian bent to the Path of Faith's progression, and I worry that sooner or later people are going to have to pray whether they like it or not. Frostpunk can feel a little enforced in this regard - throwing situations at you that you can only handle through authoritarian means - but we aren't at the critical point of that yet.
Even if it hasn't been materially useful, faith has given my city a little bit of character. I like the idea of a town crammed with little religious symbols, bells ringing and people trudging through the snow to pray together. I like my temple, with its metal-grilled front and spilling light. People don't yet seem afraid of the Faith Keepers marching through the square. They probably will one day, but not quite yet.