This is by no means an exhaustive list: just a few personal favorites, with a bias towards some of less well known titles that are not included in most lists of ancient Rome fiction. Scroll down to the bottom for links to external sites with many more titles.
This site searches many other sites, and it's a great way to find out of print books: http://used.addall.com
Fiction set in ancient Rome:
Douglas, L. (1942). The robe. Boston: Houghton Mifflin. A Roman soldier who supervises Christ's crucifixion afterwards experiences terrible guilt and emotional suffering, to the point of madness. He becomes convinced that he was 'bewitched' when he touched the robe that the soldiers diced for; he returns to Judea to search for and destroy the robe.
Fast, H. (1951). Spartacus. NY: Simon & Schuster. Now that I know a little more history, I realize that this story doesn't fully describe the magnitude of this slave rebellion: they won far more battles in reality than in this abbreviated account. This was written as a political parable; still, it's a an engaging account. Fast has a great gift for dialogue. (The Brooklyn accent of Tony Curtis as Antoninus added comic relief to the film version.)
Graves, R. I, Claudius; and Claudius, the god. The scheming Livia poisons all of Augustus's heirs until no one is left to rule except her son Tiberius... Claudius protects himself by pretending to be a fool, but he is an astute observer of life in the imperial court. Livia may not really have been so completely evil, but it makes a great tale all the same.
McCullough, C. Her Rome novels (including The grass crown, First man in Rome, Caesar, Caesar's women, The October horse) are extremely well researched. They are not an easy real, but they are well worth the effort. Her novels bring the first century B.C. to life in great detail, and provide more background about the major events in their world than most fiction.
Sienkeiwicz, H. (1993). Quo vadis? NY: MacMillan. In this Nobel prize winning novel, the spoiled and impetuous Vinicius becomes infatuated with the beautiful and virtuous Christian maiden Lygia, and determines to have her. The plan suggested by his friend Petronius -- to have Lygia removed from her foster parents' home by order of Nero-- backfires when she attracts notice at court; in panic, she flees, and takes refuge in the Christian community. Together they are caught up in the tempestuous events of A.D. 64, including the great fire of Rome and the subsequent persecution of Christians. Lush descriptions, villainnous villains, and a terrific climax. Peter Ustinov really hams it up as Nero in the film version.
Sutcliff, R. The eagle of the ninth. Sutcliff wrote a series of novels that take place in Roman Britain; this one is the best. A young soldier sets out to recover the eagle that was captured by native Britons when his father's legion was wiped out. Other titles in this series include The silver branch, The lantern bearers, and Song for a dark queen (about Boudicca).
Vidal, G. (1962). Julian. NY: Signet. Vidal's literate voice makes this account of the emperor Julian's life a treat.
Wallace, L. (1996). Ben Hur. Wordsworth Classics. A novel like this one tells us as much about the period in which it was written (in this case, the 1870's) as about the period it purports to describe. It's an old fashioned hero myth with a strong dose of religious sincerity. Still, I love it. And I even love the movie version, particularly the chariot race. Stunt coordinator Yakima Canutt reportedly told Charlton Heston: "Chuck, just stay in the damned chariot; I guarantee you'll win the damned race" (or words to that effect).
Personal Favorites-- novels that are out of print, difficult to find, or deserve to be better known (worth searching for)
Arnold, E. L. (originally published 1901, reprinted in 1978). Lepidus the centurion. New York: Thomas Y. Crowell and Company. In this delightful Victorian fantasy, a young Englishman awakens a sleeping centurion named Lepidus. When Lepidus falls in love with the Englishman's fiancee, complications ensue. Most Victorian novels about ancient times are dark and melodramatic; this one is comic, sometimes unintentionally. Its description of a centurion with patrician manners and background is wildly improbable, but it's fun.
Bradshaw, G. (1998). Island of ghosts. NY: Tor. A Samartian auxiliary soldier is involved in the Claudian invasion of Britain; he falls in love with a local woman. Bradshaw has written numerous historical novels set in ancient times including The Beacon of Alexandria, Cleopatra's Heir, and The Sand Reckoner. Her scholarship is impeccable and she's a great storyteller.
Caldwell, T. (1959). Dear and glorious physician. NY: Bantam. This sweeping tale takes Luke the physician from childhood through maturity; from ministering to the poor in the slums of the East to the decadent imperial court. An enthralling story that isn't heavy handedly religious. Her account of the life of Cicero is not quite as engaging -- A pillar of iron, which includes authentic sounding, long-winded political speeches. The Romans, like the Victorians, were apparently great fans of oratory.
Davis, L. (1997). The course of honor. Davis is best known as the author of the Roman detective series featuring Marcus Didio Falco, but my favorite among her books is this one about the long-term love relationship, mentioned in passing by Tacitus, between a slave woman named Caenis and the emperor Vespasian. She includes some of the comic highlights of Vespasian's career; for example, he fell asleep during one of Nero's concerts, and could have been put to death for this offense; but instead he was sent to the east.
Duggan, A. (originally published in1956, recently back in print). Winter quarters. A mercenary from Gaul reminisces about his wide ranging adventures in the Roman army; an interesting and unusual point of view, and a very plausible account of military life. Other titles by this author include Family favourites: A Roman scandal.
Gann, E. K. Masada (also published under the title: The antagonists). Jove Books. The epic defense of the fortress at Masada is seen through the eyes of three people: Eleazar, the leader of the Jewish defenders; Silva, the Roman general; and Sheva, his Jewish mistress. The antagonists earn each other's respect, but they are unable to prevent the inevitable tragedy.
Gillespie, Donna (1994). The Light Bearer. Aurirane and Marcus are linked from birth by the similar amulets they wear; but for a warrior queen and her Roman enemy, love encounters many obstacles. An epic story with a strong heroine; soon to be a Hallmark Hall of Fame movie.
Jagger, B. (1978). Antonia. UK: Companion Book Club. Antonia is the ummarried daughter of a wealthy patrician family; during the year of the four emperors, she is a prize up for grabs by competing political factions. She is not a helpless pawn, however, but an intelligent and willful woman. This is a love story, but not a formula romance. Jagger's other ancient Rome novel, Daughter of Aphrodite, is about a courtesan in love with a charioteer who must take on wealthier lovers to make a living. Jagger's heroines are always strong women and she creates interesting and suspenseful adventures for them. I think most of her books are now out of print, but they are terrific and well worth searching for.
Jaro, B. K. (1988). The key. The tempestuous love affair between the poet Catullus and the patrician bad girl Clodia.
Maier, P. L. (1981). The flames of Rome. Kregel Publications. In spite of the lurid cover art, this book is a great read. It's scholarly without being pedantic; the author really knows the period, and weaves historical events seamlessly into a compelling narrative. As the title suggests, this is another account of the burning of Rome in A.D. 64 and subsequent events, this time from the point of view of Flavius Sabinus, Vespasian's brother.
Napier, W. (2001). Julia: An epic tale of love and war set in the final days of the Roman empire. UK: Headline Book Publishing (available from Amazon UK). The recent discovery of a lead coffin dating from the fourth century containing the remains of a wealthy young woman with costly grave goods gave rise to speculation: who was she? Napier has created a plausible and engrossing fictional life for this woman. After the death of her parents from the plague, Julia is adopted by her gruff bachelor uncle; she grows up with, and comes to love, her foster brother Marcus Aquila (named in tribute to the Sutcliff novels). Her brother is punished for youthful misbehavior by being sent into the army at an unusually young age, and his adventures provide the most exciting parts of the story. However, she has a chance to show courage and initiative as well. Julia is a wonderful character: spirited, loving, intelligent, and brave. (Photographs of this excavation and a facial reconstruction of the young woman can be found in: Ian Wilson (2001), Past lives: Unlocking the secrets of our ancestors. London: Cassell and Company, pp. 134-140).
Rivers, F.(1993). A voice in the wind; An echo in the darkness. Tyndale House Publishers. I don't usually read fiction written specifically for a Christian audience, but this was a thumping good read. Hadassah is captured when Romans destroy Jerusalem and sold into slavery in Rome, where she changes the lives of Julia and Marcus, the daughter and son of her owner, through her courage and goodness. There were a few preachy bits, but overall it was so enjoyable that I didn't mind.
Sapir, R. B. (1978). The far arena. An oil drilling expedition uncovers a frozen body in the tundra. He is brought back to life; he reveals that he was a famous gladiator who was exiled to the far north and died there when he dived into the northern sea. Keeping his presence a secret, and deciding what to do with him, creates conflict among the scientists; and the gladiator has his own ideas about what he wants to do. The culture shock he experiences in the modern world is intelligently described.
Shults, S. (2001). Games of Venus. A young woman is sold into slavery; she becomes one of the most sought after courtesans in Pompeii. The author made excellent use of her background research: the vividly detailed descriptions bring Pompeii to life, but she didn't burden the narrative with info dump.
Other fiction set in Pompeii
Harris, Robert. Pompeii. New York: Random House (available in paperback as well as hardcover). The tremors that precede the eruption of Vesuvius damage the aqueduct system, and engineeer Marcus Attilius Primus has to contend with corruption as well as natural disasters as he tries to restore the water supply. The descriptions of Roman engineering and of volcanic eruption are based on extensive research. The story builds to an exciting climax as the hero tries to rescue the woman he loves from the dying city.
Bulwer-Lytton, E. (1834). The last days of Pompeii. Bulwer-Lytton's story is by far the most famous novel set in Pompeii. However, his story isn't really concerned with Roman people, in spite of the Pompeii setting. His hero and heroine were Greek; his villain was Egyptian; only a few relatively minor characters were Roman. The evil priest Arbaces schemes to win the beautiful Ione by destroying his romantic rival Glaucus; events reach a climax when Vesuvius erupts and only the blind girl Nydia, who is also in love with Glaucus, can find her way through the darkness. There have been numerous film versions; many of them have little in common with the novel except for the title. This is a novel in the grand Victorian tradition; the language is vividly descriptive. Bulwer-Lytton based many of the details of his story on information obtained from the excavations. The sight of the preserved skeletons in Pompeii inspired him to write the novel. He structured the novel like a crime story -- as an account of people's last moments of life, based on deductions about their activities from the physical evidence (and a substantial dose of imagination, of course). He was particularly impressed by a skull which he identified with his fictional character Arbaces; according to Leppman, Bulwer-Lytton kept this skull on his desk.
Davis, L. (1990). Shadows in bronze. The second in her series about Marcus Didius Falco, these adventures take in Naples and surrounding areas including Pompeii, Nola, Herculaneum, and the villa at Oplontis. She's got it all: sardonic wit, adventure, mystery, and romance. Her official web site is at: www.lindseydavis.co.uk
East, R. (2003). A.D. 62: Pompeii. In my own novel I set out to create a story quite different from Bulwer-Lytton's. Since his time, we have much more scholarship available about life in the ancient world. I set out to describe how people might have lived in a wealthy household in Pompeii when it was a vibrant city, rather than how they died. Although the story has elements of fantasy, the details are consistent with what is known about everyday life in the ancient world from archaeological research.
Gautier, T. (published sometime in the 1800's). Arria Marcella. This French fantasy was inspired by the imprint of a beautiful female body in the cellar of the Villa of Diomedes. The hero Octavian is so enchanted by the shape of the breast and hips that were preserved in the ash that he falls in love with the woman who died two thousand years earlier. Late one night, he goes for a walk through Pompeii; when the sun rises, the ancient city comes back to life with all its people. He meets and recognizes the woman of his dreams, and she falls in love with him at first sight.
Holt, E. S. (circa 1915?) The slave girl of Pompeii. A Pompeiian family acquires a new slave girl, and through her influence they convert to Christianity; they escape from the eruption of Vesuvius.
Jensen, W. (1904). Gradiva -- ein Pompejanisches Phantasiestuck. An archaeologist brings back a bas-relief from Pompeii that depicts a young girl walking, and he falls in love with her image. He dreams about her, and in his dream he witnesses her death. He goes back to Pompeii, where somehow he slips back in time for a brief encounter with his dream woman. Later he discovers that his beloved is, in fact, alive in the present. Freud wrote a psychoanalytic essay in which he analyzed the symbolic dream content of this story.
Lindquist, G. C. (1991). Claudia of Pompeii: wife of Pontius Pilate. In spite of the title, very little of the story takes place in Pompeii.
Pratt, T. (1961). The lovers of Pompeii. A poor artist, commissioned to do a nude statue of the beautiful daughter of a wealthy merchant, falls in love with her, and must rescue her from... you know what.
Rice, A. Blackwood Farm One of her more recent vampire/witch stories, this includes at least one chapter set in Pompeii.
Saul, M. (1966). The last nights of Pompeii. Roman aristocrat Marcius Longinus is in love with beautiful slave Selene -- but she has been promised to the gods; if she married, the retribution of the gods will be terrible. Murder, intrigue, and the inevitable eruption of Vesuvius.
Yarbro, C. Q. (1984). Lofcadio's apprentice. This young adult novel is about a young Pompeiian man who fulfills his dream of being apprenticed to a physician; when Vesuvius erupts, he is able to provide medical help to the refuges. Yarbro is best known for her vampire series starring the Count Saint Germain; one of these, Blood games, was set in Nero's Rome.
For a review of fictional treatments of Pompeii, see Wolfgang Leppman's (1966) Pompeii in fact and fiction.
Edghill, India (2002). Queenmaker. A vivid retelling of the life of King David's queen, Michal; like Anita Diamant's The Red Tent, this story brings Biblical characters to life in a believable and involving way. In this version of the story, David's ruthless ambition and selfishness outweigh his charisma and charm; although trapped in a loveless marriage, Michal develops into a wise and caring woman.
McGraw, Eliose Jarvis (1990). Mara, Daughter of the Nile. This is a young adult novel of exceptional charm. Mara's gift for languages enables her to escape from a life of slavery, but as an interpreter in Pharoah's court, she is recruited to spy for two factions; she makes choices that place her life in danger.
Additional Fiction Lists:
The Detective and the Toga
Falcophiles Library of Historical Fiction and Sources
"Fantastic Rome": books about Rome that have fantasy or science fiction elements.
The Fictional Rome Home page (Stockton College).
Jerise Fogel's annotated Roman Fictions list.
Soon's Historical Fiction site (organized by historical period).
Last but not least... Detectives in Togas:
Albert Bell's novels feature Pliny the Younger as a detective
Lindsey Davis (author of the Marcus Didio Falco Roman detective series)
Caroline Lawrence, author of children's mysteries set in Pompeii, Ostia, and other ancient sites.
John Maddox Roberts, the SPQR series
Steven Saylor (author of the Gordianus the Finder Roman detective series)
David Wishart, the Messalla Corvinus detective series.