Unsupervised multi-layered ("deep") models are considered for general data, with a particular focus on imagery. The model is represented using a hierarchical convolutional factor-analysis construction, with sparse factor loadings and scores. The computation of layer-dependent model parameters is implemented within a Bayesian setting, employing a Gibbs sampler and variational Bayesian (VB) analysis, that explicitly exploit the convolutional nature of the expansion. In order to address large-scale and streaming data, an online version of VB is also developed. The number of basis functions or dictionary elements at each layer is inferred from the data, based on a beta-Bernoulli implementation of the Indian buffet process. Example results are presented for several image-processing applications, with comparisons to related models in the literature.