The Danube was the northeastern frontier of the Roman empire for four centuries, and the religious consequence of that is a dense band of military cult sites running from the Black Forest to the Black Sea.
The legions stationed along it brought their own gods and adopted others. Mithras is the most conspicuous: the cult's underground meeting rooms, with their standard relief of the god killing a bull, are found in unusual concentration in the Danube provinces, and the membership was heavily military and administrative. Roger Beck's study of the cult's structure argues that its imagery encodes an account of the soul's passage through the heavens, taught in stages to initiates who were sworn to secrecy, which is why the archaeology is abundant and the doctrine has to be reconstructed.
Local deities were absorbed alongside. Danuvius, the river itself, received dedications; the Danubian Rider reliefs, a distinctive regional type showing one or two horsemen and a goddess, are found nowhere else and remain poorly understood.
The frontier also determined where Christianity took hold early. Garrison towns became bishoprics, and the martyr accounts of the Danube provinces are among the earliest in central Europe. When the empire withdrew, the river remained a line: it later marked much of the boundary between Latin and Greek Christianity, and then between Christendom and the Ottoman empire.