Stalin was an atheist
Joseph Stalin was an incredibly complex person who made understanding him even more difficult by suppressing information about himself. The claim that Stalin was X, is extremely difficult to establish as there exist so few documents.
Please reference the wikipedia article here: http://en.wikipedia.org/wiki/Stalin
He attended an Eastern Orthodox primary school. This was not out of the ordinary as nearly all primary schools were administered by the church. Then he attended seminary at Tbilisi. There are many stories about him leaving seminary, some with scandal, some with conspiracy. Regardless, he "left" seminary at the end of his final year. There are accounts that he was ordained as a priest, and others that he was not. These accounts are so specious because Stalin silenced many of his former classmates and teachers, in fact he did not like it known that he came from Georgia at all. Little is known about Stalin's life until the age of 44 when he became the head of the Communist Party.
As the de facto ruler of the USSR, he initiated many purges. Many clergy were killed and this is often cited as Stalin's anti-christian mark. However, like Henry VIII he did not simply remove clergy, he replaced them. He established a new national church of Russia, which of course answered to him. He considered the church very important to extending control from Moscow to the satellite nations. Stalin's church was called the Russian Orthodox Church or The Moscow Patriarchate; and the suppressed church was called the Russian Orthodox Church Outside Russia. They have a bitter history.
That Stalin was many things, a former theologian, the head of the national church, and one of the most brutal dictators ever. His own views on religion are difficult to guess. Many scholars think of Stalin as a ruler you envisioned himself as a god. To claim that he was an atheist is overly simplistic.
Furthermore, there is the concurrent claim that the USSR was an atheist nation. While the Communist Party suppressed religious fervor, it did so only out of jealously of loyalties. The Communist Party demanded loyalty to the itself above all others even God. Russia has always been an intensely religious nation. They consider the leader of the Eastern Orthodox Church to be equal to the Vatican's Pope; or even above the Pope. To claim that Russia became atheistic overnight in 1917 only to emerge deeply religious in 1989 is incredibly ignorant.