In what may be his final chapter, the legendary film-maker – who has drawn so often on his Catholic upbringing – turns his attention to the saints. Lucy Lethbridge sees his new series, and hears why he’s made it

Martin Scorsese, now 81, was brought up in a poor area of Little Italy in New York. All the film director’s grandparents were Sicilian, and he has mined this Italian-American Catholic childhood in almost all his films, many of which turn on themes of forgiveness, redemption – even the violent honour codes of his Mafia mobsters are a confused corruption of the Christian teaching on love.