I'm looking too, just found an interview where he said his Uncle was a preacher:

"JW: Did he speak in tongues and things like that?
JD: He did the whole bit where he stood up at the podium and held his arms out, crying, and said, "Come up, run up, and be saved." And people would come up to his feet---that whole weird idol thing.
JW: So you had an Elmer Gantry uncle?"

www.johnnydeppfan.com/int...pril90.htm

(I didn't read the whole interview)