The Trinity is a relic found in The Darkness II. It is a phurba that was created from the three nails that pinned Jesus Christ to the cross.
Like other phurbas, the wielder can use it to 'pin' a demon in place, paralyzing it until the wielder releases it. According to Johnny Powell, the very fact that the Trinity is made from the nails that crucified Jesus Christ makes it potentially more dangerous to Jackie than a normal phurba. He warns Jackie that cutting himself with the Trinity would paralyze him, and he wouldn't be able to free himself despite being the one using the phurba, because he's a Darkness host.