Catholic
The Catholic imagery is seen throughout the film in the city of Bruges itself and in the church and museum Ray and Ken visit. The imagery tells us that the teachings from Catholicism never really leave those that grew up in it. Thus, Ray holds on to his sin and his guilt over what he's done in a way that he finds hard to escape, and the Catholic imagery shows us this.
Child
We see Ray discover that he's killed a young boy while murdering the priest he was sent to kill. The imagery of an innocent child with a bullet in his head contrasts the violence that seems to be commonplace for Ray as he riddles the priest with his bullets. This imagery holds with it a great weight in that we see clearly the reality of Ray's choices and the consequences they have.
The End
Ray is seen being carried off by EMTs at the end of the film. The image is narrated by his character as he says he hoped he wouldn't die. This slow-moving imagery reveals to us that we don't know where Ray is, and perhaps he isn't sure of where he is either.
Broken Gun
We see Ken's body mangled on the cobblestones of Bruges beneath the tower he jumped from. He did so to warn Ray, which he did, that Harry was there and to also give him his gun. But his gun, like his body is destroyed. The imagery shows that some choices don't lead to the specific redemption we would hope for, and that it is brutal and violent and torn apart in ways we never expected.
