Internet History Sourcebooks Project
Fordham University: Ancient History Sourcebook: Religion in Ancient Rome
This site, from the Internet Ancient History Sourcebook, provides a series of primary source documents on Rome's religious history. It includes prayers and hymns as well as writings from Cato, Cicero, Livy, and Plutarch.
PBS
Frontline: From Jesus to Christ: Religion in the Roman World
Article examines the various religious options that were available to Roman and non-Romans living in the empire.
Other
Edublog: Dalton School: Rome Project
Looking for data about Classical Rome, check out the resources provided by The Dalton School.