Emir Kusturica, who won the Palme d’Or at Cannes twice, for When Father Was Away On Business and Underground, renounced his Muslim roots in 1995, at the end of the Bosnian War, and was baptized Serbian Orthodox. (He hasn’t returned to Sarajevo since.) He now lives part-time in Paris and part-time in a recreated 17th-century Serbian town where he has founded an international film festival.