Roman religion was a complex blend of gods, cults, superstitions, omens, and religious festivals. In their interactions with immortal gods, Romans followed the principle "I give so that you may give". People were obliged to honor the gods and fulfill their duties, while the gods were expected to help when called upon. Roman religion was highly practical—every action had a corresponding deity. To receive help and protection, one simply had to identify the right god by name and pray according to the contract between mortals and immortals. The chief overseer of this contract was the high priest: the pontifex maximus.

The old Roman deities had no physical form. Examples include the Lares, deities of crossroads; Vesta, protector of the household hearth; Saturn, god of sowing; Ceres, goddess of growing grain; Flora, goddess of flowering and growth; Pomona, goddess of fruits; Neptune, god of flowing water; Vulcan, god of fire; and Victoria, goddess of victory. Another old Roman god was Janus, god of doors, choices, beginnings, and endings. The first month of the year, January, is named after him.

The worship of Roman gods was closely tied to the state's prosperity. For Romans, divining the future meant seeking advice on which path would please the gods and best serve the state. A god's importance depended on its significance to Rome. Jupiter the Best and Greatest was worshipped as the supreme god and symbol of Rome's power. His temple stood on Capitoline Hill in Rome, earning him the name Jupiter Capitolinus. Bronze tablets inscribed with international treaties hung on his temple walls.

Over time, Rome adopted Greek deities that had Roman counterparts, as both protected the same areas of life: Ceres/Demeter (goddess of fertility), Mercury/Hermes (patron of merchants), Aesculapius/Asclepius (god of health), Diana/Artemis (protector of forests and wildlife), Minerva/Athena (protector of Rome and craftsmen), Mars/Ares (god of war), and Venus/Aphrodite (goddess of beauty and love). Jupiter, as the supreme deity, became the Roman equivalent of Zeus—the chief god of ancient Greece. The Roman goddess Juno was identified with the Greek Hera. The cult of Apollo—patron of music, art, and healing—was also extremely popular in Rome.

The cult of the emperor was worshipped throughout the Roman Empire. All imperial subjects were required to observe this cult. Refusing to make a sacrifice in the emperor's honor was considered treason and rebellion against state authority, punishable by the severest penalties.

When Thracian lands became part of the Roman Empire, dedications to these deities were made there as well. Archaeologists have also discovered numerous stone tablets depicting a horseman in urban and rural sanctuaries throughout ancient Thrace. This ancient Thracian deity is known by various epithets. Since its actual name remains unknown, however, scholars refer to this worship as the cult of the Thracian Horseman.