This is right from my MLA guidebook
"The Bible
Ex 1> The Bible. King James Version.
Ex 2> The New English Bible (underlined). London. Oxford UP and Cambridge UP. 1970.
When citing a standard version of the bible (first example), do not underline the title or the name of the version, and you need not provide publication information. For an edition of the bible (second example), underline the title and give full publication information."
I hope this helped