This is one of my faves, but then I grew up Lutheran in the Upper Midwest, and have a warped SOH. You can enjoy without being Lutheran as well!
Don't watch if you’re Fundamentalist though, or with anyone who is easily offended. There is one scene some will consider beyond the pale/in poor taste, but it isn’t mocking MN or Lutheranism or Christianity—it’s mocking the beauty pageant industry in America, especially the no-holds-barred ruthlessness of some mothers. (Kirsty Alley is perfect in this role!) Denise Richards is perfectly cast as her scheming daughter. Kirsten Dunst is the good girl from the wrong side of the tracks, her quintessential white/trailer trash mother played by Ellen Barkin. Amy Adams plays the floozy cheerleader—this is before she had achieved star status, because here she doesn't even get a mention in the credits, if I recall correctly. This is an older film, but still hysterically funny. (And for the record, there is no Lutheran girls’ gun club anywhere—as far as I know, anyway. ;)