One of the themes of the novel is the power and truth of nature and pagan religions over Christianity. At the beginning of the book, Tess is dancing in a May Day festival, and Hardy writes:
"The banded ones were all dressed in white gowns--a gay survival from Old Style days, when cheerfulness and May-time were synonyms--days before the habit of taking long views had reduced emotions to a monotonous average."
There is something fresh and earthly about Tess, as she comes from a culture with long associations with the earth and the joyousness of paganism. Hardy implies that the end of paganism brought about a reduction in joy and the human spirit.
Hardy also implies that organized religion is corrupt for cursing Tess, who has been raped by Alec. When her out-of-wedlock child is about to die, Tess baptizes him herself. Hardy writes:
"Tess then stood erect with the infant on her arm beside the basin; the next sister held the prayer-book open before her, as the clerk at church held it before the parson; and thus the girl set about baptizing her child."
While this isn't a real baptism, as it's not conducted in a church by a minister, Hardy suggests that Tess, standing noble and erect, is holier and more connected with divinity than is the religion that has cursed her.
At the end of the novel, Tess stretches out and falls asleep at Stonehenge while waiting with Angel for the authorities to find her. She says to Angel, "And you used to say at Talbothays that I was a heathen. So now I am at home.” It's almost as if she is being sacrificed on a heathen altar for the crimes she has committed. Her crimes are considered unchristian, yet there is something pure and noble about her, as her crimes are understandable. She has been raped, and though she is a victim, she has been vilified for it. Hardy suggests that paganism is purer than Christianity.