Great article on "Religion in the Roman World" from the Harvard Theological Review. Excellent read.

Early Christian preachers such as the Apostle Paul brought the gospel about Jesus Christ to an empire already crammed full of deities. The citizens of the Roman empire and, within certain limits, even its rulers were extremely tolerant of foreign gods. The oldest and most accepted group of foreign deities were the gods of ancient Greece. These gods had made their home in the Roman world at an early time, along with Greek art and literature. Some of these Greek gods shared Roman names and acquired some Roman characteristics. But many others were simply accepted as they were.

Religion in the Roman World
http://www.pbs.org/wgbh/pages/frontline/sh.../religions.html

Here's another from the award-winning site "From Jesus to Christ."

The Empire's Religion
http://www.pbs.org/wgbh/pages/frontline/sh...ait/empire.html

Kindly,

Sean