It's often interesting to look into different belief systems. A trip to Igreja de NS da Ajuda is a good way to learn about one of the local religions and cultures.
This house of prayer is in Cachoeira, a destination that has so much on offer! Dannemann Cigar Factory, Aclamacao Square, and Museu da Boa Morte are other interesting sightseeing opportunities close by when you've finished up at Igreja de NS da Ajuda.