Statue of Mithras at the Baths of Mithras, Ostia
The cult of Mithras offered an opportunity for individuals to experience religion in a more personal way as part of a special group of worshippers. In contrast to public rites, the worship of Mithras was held in small cavern-like structures, often underground, and would have been accessible only to the individuals who had completed part of the seven-stage initiation.
Description of the Mithreaum at the Baths of Mithras on the Ostia Topographical Dictionary Site
Description of the Mithraeum at the Baths of Mithras on the Tertullian Project Site