GREENVILLE, S.C. — Walking across the tidy campus of Bob Jones University, there’s no obvious sign this bastion of Christian fundamentalism is also home to one of the nation’s largest collections of Renaissance and Baroque religious art from the heart of Catholic Europe. It’s all the more surprising since the school’s old-time Protestant leaders have for years taught that Catholicism is a “cult” and even the “Mother of Harlots.” “You go into that gallery and its big, amazing paintings are really staggering, and you know you can’t buy altarpieces like that anymore,” said David Steel, curator of European art at...