Yeah, I've got into In Our Time recently and learned so many interesting things.
One thing that struck me was that Munch liked his paintings to have a life of their own, such as weathering outside. The show postulated this was due to Munch being influenced by an essay on "chance" by a fellow artist friend. I wonder if this was also influenced by his tragic childhood, thinking he was going to die aged thirteen and losing his sister, who he was very close with?
I think current culture tends to relegate our anxieties to simple things that are potentially "fixable". However, I think this is a form of cultural denial and existential angst still plays a huge part for many of us.
Nietzche's "God is Dead" postulation creates anxiety because Nihilism generates an enormous fear of our own deaths. Belief in eternal life (however unlikely) is very comforting. So without that belief, not only are we crippled with fear of own death, we are then confronted with either accepting the meaningless of life or trying to create meaning. If we try to find meaning, we put enormous pressure on ourselves to achieve something, which then doubles the anxiety!
Creativity is a comfort, as it is bringing something into the world that can live beyond our own lives. I think this is the best form of individual spirituality without the need for dogma. It sounds as if Munch treated his paintings like they were his own children, letting them go and live their own lives. As they said on the program, when The Scream was stolen recently, Munch probably would have regarded it as an adventure for one of his paintings.