This article argues that two important phenomena that are characteristic for the image and self-image of religions in and beyond Europe can be traced to Mediterranean antiquity in the Hellenistic and Roman periods. The first is the transformation of religious practices and beliefs that led to the formation of boundary-conscious and knowledge-based religious groups that could be called 'religions.' At the same time, however, religious individuality is shown to be much more important than is usually admitted in dealing with ancient pre-Christian religion. The first process is clearly gaining in momentum during the period analysed, as is shown by the history of several important terms and organisational developments; the second area does not allow a clear judgment on any progressive individualisation. The concept of axial ages is applied to stress the role of empire in these processes.