pzp11, I'm a religious studies PhD student at Northwestern studying theology, neo-Kantianism, and historical materialism in the early 20th century. While the theologians at NU (students and faculty) are not working on phenomenology, lots of people in the philosophy department are (especially Deleuze), and our two departments are very friendly with each other. NU has a cluster program made up of a number of official interdisciplinary groups, one of which is a "critical theory" cluster, which affords the opportunity to do lots of interdisciplinary work. It would be very possible to be working on phenomenology in the philosophy department while developing a subfield in theology by taking courses in theology in the RS department. RS department would be happy to have more philosophers interested in developing sub-disciplines in theology and/or philosophy of religion! Feel free to PM me if you have more detailed questions.
Shameless plug aside, UChicago is arguably the best place to do phenomenology and theology though, given Marion's presence there.