A novel written in Roman times that also happens to be a darn good read? That would be this one.
Young Lucius takes a trip to Thessaly and runs afoul of a cranky priestess, who transforms him into a donkey. That's the main story, but this novel is seasoned with myriad smaller tales of sorcery, love, & murder, including a spell-binding rendition of Cupid & Psyche. Robert Graves' splendid translation brings this tale brilliantly to life; one can imagine Lucius's misadventures in vivid detail and it's easy to forget you're reading something that was written way back in the 2nd Century AD.