What sets something like Calvary apart (or a number of other films I've seen lately—off the top of my head, Short Term 12, or the film As It Is In Heaven, which I also saw this week) is that they do that empathy thing really well. There are actual bad guys in these movies. There are some good guys, too—but not uncomplicated ones.
And, importantly, there is a feeling of what, in one of their songs, Over the Rhine calls the "slip and grip of grace."
To craft characters and stories like that requires you to understand what is good and what is bad, but I think way more importantly, they require the writer to have a finely-tuned sense of empathy. Not just to feel bad for characters having a hard time, but to feel like that's you up there on the screen, to make your viewer feel that way too, and then to feel the necessity of grace.
Maybe you're not a recovering alcoholic; maybe you've never been unfaithful to spouse or friends or whatever; maybe you've never murdered anyone or cheated on a test; maybe you have lived a pretty clean life. But if you are a Christian, the noun kind, then you know you're a mess, one that has to not just lean but grasp, wildly, for something greater than you or you'll come apart at the seams. And if you're an artist, you don't start from ideas—you start there.
I guess what I'm trying to say is this: the best Christians, the best artists (and critics and parents and pastors)—the ones who make things that actually change lives—are ones who know they are miserable sinners.