The Virgin Mary statues were first introduced in Episode 1x19, Deus Ex Machina.
They are first found by Boone when he climbs into the small plane that Locke saw in a dream. Inside the statues are baggies of heroin. The plane falls, with Boone in it, causing injuries that lead to Boone's death.
(Ep: 1x19, Deus Ex Machina)
After Claire is abducted and Charlie and Sayid look for her in the jungle, Sayid, not knowing of Charlie's addiction, tells him that there is heroin in the small plane.
(Ep: 1x24, Exodus Part 2)
The statues are a very key prop in the first few seasons. The statue in display with two heroin bags is one of the most iconic props used in the show, there were 24 made and 12 that were left after production. Made of plastic or plaster, this is the plaster more rare version.