Mithras was a god of a mystery religion. Very little is known of him, although he has been characterized as a Roman soldier god of duty and fidelity. I think one of his temples was discovered in the center of London.
https://www.livescience.com/mithraeum-of-colored-marbles-temple-discovered.html
There have been some other mithraeums found in Britain, too; as noted, Mithras was very popular with the troops!
Their version of Mithraism was quite different from Persian Mithraism originally, which by the time of the early Empire had largely ceased to exist (or rather had been morphed into something else other than Roman Mithraism.)
They're both also quite categorically different from Christianity, just in case someone was trying to make a connection there for Christmastime. ;) (Though to be fair the Empire itself made those connections for public relation purposes, changing the birthday celebration to synch closer to Mithra's and Sol Invictus' ritual birthdays around the turning of the solstice. Nothing to do with Christian origins, though.)
There is a well preserved temple under a Catholic Church in Rome. We toured it more than a decade ago.