One of the most important studies of religious experience is online, "The Varieties of Religious Experience" by William James.
"William James, one of the founders of modern psychology, delivered the Gifford lecture in Edinburgh for 1901-2 at a high point in his career. His theme was a systematic analysis of phases of the process of religious conversion. He examines (mostly Christian) descriptions of conversion phenomena. He analyzes psychological phenomena connected with saintliness, and mysticism. James believed that science and religion are not incompatible and that both could benefit from each other."
Over 100 years later, these lectures have stood the test of time. In my opinion, this is required reading for anyone who takes the study of religion seriously.