In the early Roman Empire, as Christianity struggled to gain a foothold and survive in the polytheistic pool of Roman theology, its greatest rivals weren't the Caesars or the Roman aristocracy but rather the faith and devotion of the common Roman legionary. The faith of these men was centered on the god Mithras, who, they believed, led them to victory upon the field of battle and had done so for nearly four centuries.
Despite this widespread belief among soldiers, the cult of Mithras was not a creation of the Romans, although they would eventually add their own rituals and mysteries to the ancient religion. In fact, the Mithraic religion was an Indo-Persian creation, a theology which managed to travel from India and back into the Hellenic and Roman world by way of Alexander the Great's conquest of the Persian Empire. Eventually, the cult of Mithras would spread across the ancient world, and Mithras would be worshiped from the mountains of India to the coasts of Spain. As a result, the cult of Mithras could ultimately be found in every corner of the Roman Empire.
The Mithras cult was one of the many "mystery religions" that the Romans adopted, several of which came from cultures outside of Rome. Isis, an Egyptian goddess, and Cybele, an Anatolian goddess, were both popular with Roman women, while Mithras, which was a variation of the name of the Zoroastrian demigod Mithra, was popular with Roman soldiers and the political elite for over 400 years. Since the Mithras cult, like all of the Roman mystery cults, was esoteric in nature, the exact nature of the influence other cultures had on the cult remains unknown, but some archaeological evidence has led modern scholars to make educated deductions. Some believe that the conscription of Persian soldiers into the Roman army and continued contact between the Parthians and Romans led to some members of the ever-eclectic Roman society adopting the cult directly from the Parthian/Zoroastrian religion (Clark 2001, 157). This seems like the most plausible explanation, but others have argued that the Mithras cult was actually a Roman religion that was given a Parthian façade to make it appear more exotic in order to attract Romans who were enthralled with eastern spirituality (Clark 2001, 157).
The best evidence to determine the origins of the Mithras cult can be found in the many temples throughout Europe that the Romans erected to the god. These temples, known as mithraea, were subterranean chambers where the secret rituals of the cult took place. The best evidence from extant mithraea are the reliefs on the altars, which depict a graphic mythological story. The altar reliefs usually depict the god slaughtering a bull, often accompanied by a leaping dog (Clark 2001, 158). The references to Zoroastrian theology are unmistakable; the bull slaughter is similar to an account from a Zoroastrian text (the Bundahishen), while dogs were viewed as asha animals in Zoroastrian theology and an important part of the funerary ritual (Clark 2001, 158). The detailed iconography on the Mithras altars suggests that the inventors of the Mithras cult had more than just a superficial knowledge of Zoroastrianism, which in turn indicates a provenance of the religion somewhere in Persian or Parthia.