Religion for Marx shows nothing holy? Let me think now! (5)
I believe the answer is:
opium
'religion for marx' is the definition.
(Marx called religion 'the opiate of the people')
'nothing holy? let me think now' is the wordplay.
'nothing' becomes 'o' (looks like zero - 0).
'holy?' becomes 'pi' (I've seen this in other clues).
'let me think now' becomes 'um' (expression of hesitation).
'o'+'pi'+'um'='OPIUM'
'shows' acts as a link.
(Other definitions for opium that I've seen before include "analgesic" , "Poppy drug" , "Dried juice of white poppy" , "The stuff of wars" , "Addictive narcotic" .)