Anton LaVey had a deathbed conversion to Christianity.
While Anton Szandor LaVey died in a Roman Catholic hospital, to which he had been taken as it was near his Black House, he passed away without in any way denying his philosophy as a Satanist. Jesus was always a repulsive myth to him. This falsehood was begun and is currently spread by evangelical Christians, none of whom knew him nor were they present for his passing. As per his wishes, he was given a Satanic funeral and his remains were then cremated. Anton LaVey died as he lived, as a Satanist.
—Magus Peter H. Gilmore