At the end of the movie, Roy Batty goes from being an apparently haywire maniac to being a Christ-figure. He pushes a symbolic nail through one of his hands before sparing Rick Deckard's life, and then he dies due to his expired time limit.
In the voiceover to the original version of the movie, Deckard provides a hint of Roy's motives: "I don't know why he saved my life. Maybe in those last moments he loved life more than he ever had before. Not just his life, anybody's life, my life. All he'd wanted were the same answers the rest of us want. Where did I come from? Where am I going? How long have I got? All I could do was sit there and watch him die."
Batty is a victim of society, created to be a slave and doomed to die at a set time. At first he responds to the injustice of his condition by seeking out the people who created him—and when they claim to be unable to extend his lifespan, he kills them. Okay, on the whole, that's probably not very Jesusy. He also breaks two of Deckard's fingers as punishment for killing Pris and Zhora—which is probably fair enough, but still not something ol' J. C. would probably have done.
Still, when it comes time for Roy to die, he flips out and drives a nail through his hand. After this, he achieves the fullest expression of his humanity by letting a dove go and showing mercy towards Deckard. Symbolically, the nail may represent all the suffering and the difficulty he's gone through in his life. Ultimately, those things have taught him compassion instead of just making him an unreflective killer, and this is what allows him to save Deckard's life as the movie comes to an end.
Now, the dove is a traditional image of the spirit or the soul—which is something that the replicants aren't supposed to have. They're just meant to be tools, mere objects and instruments, according to the company that made them. But Roy manages to contradict the Tyrell Corporation: he demonstrates that he has a soul by showing mercy towards Deckard at the end of the movie, refusing to kill him. Then, as he dies, he releases a white dove he's been holding. It soars into the sky like his soul rising into heaven.
Interestingly, this wasn't originally in the script. The actor who played Roy, Rutger Hauer, actually suggested releasing the dove as a symbolic act. He also wrote his own dying line: "All those... moments will be lost in time, like tears... in rain."