Have a look at the ancient beliefs of Ancient Egypt, Greece and Rome.
British Museum: Ancient Civilisations http://www.ancientcivilizations.co.uk/home_set.html
British Museum: Ancient Egypt http://www.ancientegypt.co.uk/menu.html
British Museum: Ancient Greece: http://www.ancientgreece.co.uk/
BBC History: Ancient Rome: http://www.bbc.co.uk/history/ancient/romans/roman_religion_gallery.shtml