Wittgenstein said to me on more than one occasion: 'The trouble with you and me, old man, is that we have no religion!'

Suddenly, during one of our conversations early in 1938, Wittgenstein asked me whether I had ever had any tragedies in my life. Again, true to form, I asked him what he meant by 'tragedy'. 'Well', he replied, 'I don't mean the death of your old grandmother at the age of 85. I mean suicides, madness or quarrels'. I said that I had been fortunate not to have experienced of any of those terrible things.

from Theodore Redpath's Ludwig Wittgenstein: A Student's Memoir