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My theory is that Hamlet is possessed by his father's ghost, and then Hamlet's mind becomes a kind of purgatory for the ghost. Hamlet struggles to regain the sovereignty of his reason, to be true to himself as a peace-loving student, but he can't reform his "old stock." His dilemma is whether "to be or not to be"..."so like the king that was and is the question of these wars."
See my essays at
http://academia.wikia.com/wiki/More_Motifs_in_Hamlet#A_Camel_in_My_Mind.27s_Eye
and
http://academia.wikia.com/wiki/More_Motifs_in_Hamlet#Bell.2C_Book.2C_and_Candle
As for religious allusions, one that I've discovered is the connection with Saint Gertrude. See my essay at
http://academia.wikia.com/wiki/More_Motifs_in_Hamlet#St_Gertrude