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Looking before Hitler, or Stalin-the holy Roman Empire was based on Greek Mythology until it turned to belief in Christ
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Well, the points about being able to fight the Valar are spot on; but European history is a subject into which I've put a little study, so if everyone will bear with me while I historicise I'll continue.
Firstly, the Holy Roman Empire wasn't based on Greek mythology at all: the entire concept was dreamed up by the Catholic church, who were left somewhat high and dry when the Goths and Vandals tore up the old western Roman dominions. After they'd had a chance to dust themselves off and reorganise they picked Charlemagne, who by then ruled most of what is now France, Germany and northern Italy, to be a tame ruler and crowned him Emperor of Rome (this didn't please the then Byzantine emperor in Constantinople, since he rightly saw himself as the real thing). Subsequently Charlemagne's dominions were divided, leaving the Emperorship with his son Lothar, then Lothar's brother, Louis the German and eventually with the Ottonian and Salian dynasties, who really did combine church and state in a big way, for their own political ends and much to the annoyance of several successive popes. There was a Holy Roman Emperor in Germany until the nineteenth century, but his title was not a Roman one.
If we're talking about the Roman empire itself, I'm not sure that it was based on its religion at all. Sacred ritual was tied up in the ceremonial aspect of Roman politics, but they didn't have much of a centralised Church and by the later stages of their history most cultivated Romans were laughing at the obvious absurdities of Emperor-deification and the details concerning the births of various gods. The Empire spread for a number of reasons: Rome had no natural borders to the North after the Alps, so a lot of the expansion into hell-holes like Iron-Age Britain can be explained by the search for security. Then there's the economic aspect: new territory meant new trade routes and resources, both natural and human, in the form of citizens and slaves. Also it became a
sine qua non of a successful military career that a triumph be celebrated by the victorious general. Without conquest there can be no triumph; not to mention the role of the Legions in selecting emperors, the acclamations of Caligula and Claudius being prime examples. Legionaries were obviously supportive of anyone who could provide them with the spoils of war and the shares they'd receive in a triumph. In the end the god who had most to do with the expansion of Rome was Mithras, the god of warriors, and not through the doctrines of his cult.
By the time that Constantine changed the Roman state religion to Christianity, the Empire had reached its peak; a century later Roman troops were withdrawn from Britain; and within a hundred years after that the Vandals had sacked the Imperial city itself, so we can hardly see the Galilean as an icon of expansionism.
In the end, like so many empires, the glory of Rome was built on, by and for money in a vicious circle of expansion that could neither be abandoned nor maintained.
To my mind the desire for total domination is one of individuals rather than entire cultures (cf my comments about the British empire earlier in this thread). Religion in the Roman imperium was so diverse and anarchic that it could never have been the guiding ideal of a conquering nation.
You could have a point with the mock-religion idea (if we assume monotheism and enforced orthodoxy, which seems likely), although it seems to me that Sauron's presence in Eregion could be explained by a simple desire to learn as much as he could about rings of power, the better to use them against the Eldar.