Besides the traditional Olympian gods, Roman religion absorbed many foreign deities, some of whose cults involved mysterious rites kept secret from outsiders. Growing in popularity alongside Christianity, these "mystery cults" similarly promised a personal connection to a heavenly guardian. Some of these extinct sects have left behind fascinating works of art packed with religious symbolism, the meanings of which are often difficult to decipher.

The all-male cult of Mithras, a god of Indo-Iranian origin, became particularly popular with soldiers. Cave-like shrines, called mithraea, were set up throughout the Roman Empire, along military frontiers and in urban settings. This fragmentary marble relief, unusual for its monumental scale, costly material, and high-quality carving, probably adorned a shrine in Rome. All mithraea contained a version of this image, in which Mithras, wearing an eastern-style costume of leggings, a belted tunic, and a short cape, plunges a knife into the neck of a bull; a dog and a snake harass the dying animal from below. The scene may relate to a story from Zoroastrian mythology or chart constellations of stars.

The principal archaeological trace of the cult of Sabazios, a Thracian god associated with Dionysus, consists of about one hundred bronze sculptures in the form of human hands. Since Sabazios was worshiped primarily in houses and other makeshift settings, a desire for portability may explain why these hands were generally made smaller than life-size. Most are decorated with fauna, flora, and inanimate objects. Among the symbols visible in this view are a snake (coiled around the wrist and stretching up the back of the hand), a turtle (at the base of the thumb), an eagle (perched at the tips of the extended middle fingers), and a pinecone (on the tip of the thumb).

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