Roman rulers and aristocrats were fascinated by the Eleusinian Mysteries of Greece and were proud initiates, and probably none more so than the Hellenist emperor Hadrian.
These highly secret rites were held annually in honor of Demeter and Persephone and were the most sacred and revered of all the ritual celebrations of Ancient Greece. They took place at Eleusis near Athens, possibly as far back as the early Mycenaean period, and continued for almost two thousand years.
This page (The Ecole Initiative) gives ample information, however, all links on it are broken. These are the ancient sources listed: Aeschylos, Sophokles, Herodotus, Aristophanes, Plutarch, Pausanias, (all initiates), and accounts of Christian commentators such as Clement of Alexandria, Hippolytus, Tertullian, and Astorias.