Hieros mysterion (sacred mysteries) were the core of the religions organisations of many in the Graeco-Roman empire. As opposed to the state religion of worship of the Emperor and the many other gods, initiates into the mystery religions had a more sophisticated type of worship. It was possible for a person to be a member of several different mystery religions, and to worship the public gods as well. Indeed, in the story of Lucius, in The Golden Ass (by Apuleius), Lucius was a member of several mystery cults.
These mystery religions had a great influence on religion long after they themselves had been surpressed. The great religion of the West, Christianity, was greatly influenced by the modes of worship then present in the Roman Empire in the various mystery religions.
This website will go through a variety of mystery religions, for the use of either people interested in Roman history and the development of religions, or those members of the neo-pagan community seeking to reconstruct ancient religions on an historically accurate basis.
I have provided extensive links for further study, as well as a reading list, so you can learn more about this fascinating subject.
A note on the use of the word "cult" - by "cult" I merely mean a religion here, and this must not be construed as condemnation, or that I think they practised such things as "brainwashing" which is what comes to mind now, through the media use of the word 'cult'. I am using it in an older and non-derogatory sense.