(Brief history note: This story originally appeared in Bradbury's book of short stories, The Illustrated Man . He added it to The Martian Chronicles later.)
Father Peregrine, Father Stone, and some other Episcopal priests are heading off to Mars.
Peregrine wants to go convert him some natives; Stone thinks they should just concentrate on making the human sinners feel bad about themselves.
Luckily (not) for the Martians, Peregrine's in charge, so they head off to find some heathens.
Unluckily for the Martians, they're mostly dead.
But the priests have heard of a second race of Martians who look like spheres of blue fire. Perfect! They'll go convert these blue spheres instead.
Peregrine is convinced that these blue globes are intelligent and have souls—possibly because he likes the color blue, but also because these Martians seem to save his life. Twice. No, wait, three times.
After Peregrine convinces Stone that the Martians are intelligent, they build a church for the blue spheres.
Thanks but no thanks, say the blue spheres. See, they're already holy. No churches for them!
But it's not all wasted: even if they haven't converted or saved anyone, the priests feel a littler holier.