As part of a plan to show his indebtedness to his benefactor Herod the Great (37–4 B.C.) built a very large temple in Caesarea Maritima dedicate to the "goddess Roma, the embodiment of imperial Rome, and to the god–king Augustus" (Holum: 45).
Although the temple does not survive, it is known from the descriptions of the Jewish historian Josephus and the excavations carried on at the site (see reference below).
From the outset, it should be remembered that Caesarea Maritima was predominantly a Gentile city—thus the "pagan" temple, but Herod also rebuilt the Temple to the God of Israel, and expanded its platform. These two building projects of Herod do indeed say something about his character and outlook on life!
Some of the above, and following, information was gleaned from Holum, Kenneth G. "Building Power — The Politics of Architecture." Biblical Archaeology Review, vol. 30, no. 5 (September/October, 2004):36–45, 57.