While Nietzsche was generally construed to be anti-religious he had some observations along these lines. He famously said - "God is dead; but given the way of men, there may still be caves for thousands of years in which his shadow will be shown" and what he meant by it was that while science had eroded the moral supremacy of religion, we now faced a dilemma where nihilism would consume society, and we'd likely proceed to do bad stuff without God's help. Sure enough as a species we have gone on to commit all sorts of horrifying atrocities without the help of religious dogma, last century's mass murders under Nazi and Communist regimes being prime examples, no God required as a justification, it may be even scarier when all the justification you need for murder is the words of some charismatic strong men in politics.

He still really didn't like religion and the morality associated with it, but it seems he was correct when he predicted that getting rid of it would leave a vacuum in people's lives. His solution to all this, the ubermensch stuff, was a sort of radical self-actualization which I feel we've barely scratched the surface of understanding and applying.