The Roman Conquests' Influence on Hamlet

I was just thinking about certain parts on Hamlet where they mention the Roman Empire. I was thinking it was interesting how they often make references to the Roman World all the time, for instance when Hamlet says:

" Imperious Caesar, dead and turn'd to clay, Might stop a hole to keep the wind away: O, that that earth, which kept the world in awe, Should patch a wall to expel the winter flaw! " - Prince Hamlet

Also when Horatio mentions:

"I am more an Antique Roman than a Dane." - Horatio

I was looking through a timeline of the Roman Empires' expansion throughout Europe, for some reason though it doesn't exactly show Rome taking over the Kingdom of Denmark:
http://en.wikipedia.org/wiki/File:Roman_Republic_Empire_map_fast.gif

But it started to make me wonder if it actually was conquered by Rome at some point and what it must have been like when the Roman Empire had taken over all of Europe

"HORATIO
A mote it is to trouble the mind's eye.
In the most high and palmy state of Rome,
A little ere the mightiest Julius fell,
The graves stood tenantless and the sheeted dead
Did squeak and gibber in the Roman streets:
As stars with trains of fire and dews of blood,
Disasters in the sun; and the moist star
Upon whose influence Neptune's empire stands
Was sick almost to doomsday with eclipse:
And even the like precurse of fierce events,
As harbingers preceding still the fates
And prologue to the omen coming on,
Have heaven and earth together demonstrated
Unto our climatures and countrymen" - Hamlet

:"HAMLET
No, faith, not a jot; but to follow him thither with
modesty enough, and likelihood to lead it: as
thus: Alexander died, Alexander was buried,
Alexander returneth into dust; the dust is earth; of
earth we make loam; and why of that loam, whereto he
was converted, might they not stop a beer-barrel?
Imperious Caesar, dead and turn'd to clay,
Might stop a hole to keep the wind away:
O, that that earth, which kept the world in awe,
Should patch a wall to expel the winter flaw!" - Hamlet

"HAMLET
Heaven make thee free of it! I follow thee.
I am dead, Horatio. Wretched queen, adieu!
You that look pale and tremble at this chance,
That are but mutes or audience to this act,
Had I but time--as this fell sergeant, death,
Is strict in his arrest--O, I could tell you--
But let it be. Horatio, I am dead;
Thou livest; report me and my cause aright
To the unsatisfied.

HORATIO
Never believe it:
I am more an antique Roman than a Dane:" - Hamlet

They actually seemed to be in complete favor of the Roman Empire, they actually liked the Roman Empire a lot it seems.