Religious festivals took place almost daily in the city of Rome. Celebrations in honour of traditional gods like Jupiter existed alongside imported cults, such as that of the Egyptian goddess Isis. The Saturnalia in December, originally a peasant festival for the god Saturn, was particularly popular.

The Saturnalia included a sacrifice in the temple and shared meals, but also the temporary reversal of social roles. During the festivities, masters could therefore also serve their slaves. One of the customs was the exchange of sigillaria, small figurines made of clay or wax.