Jung's writings on this subject are profound and are required reading for anyone seeking to understand man's quest to know about his spiritual nature. But the Magnum Opus on this matter was written by his contemporary, William James, in his compiled lecture series, " Varieties of Religious Experience."
IMHO, Jung's thinking cannot be fully explicated without considering James' prior work. "Varieties" continues to be the fundamental treatise on the subject and often, to many, in the top ten of the most important non-fiction tomes ever written.
Thank you for reminding us of Jung's contribution to the questions at hand.