The fourth of the 12 Caesars, Caligula — officially, Gaius Julius Caesar Germanicus — was a capricious, combustible first-century populist remembered, perhaps unfairly, as the empire’s most tyrannical ruler. As reported by Suetonius, the Michael Wolff of ancient Rome, he never forgot a slight, slept only a few hours a night and married several times, lastly to a woman named Milonia. During the four years that Caligula occupied the Roman throne, his favorite hideaway was an imperial pleasure garden called Horti Lamiani, the [fake news edited out] of its day. The vast residential compound spread out on the Esquiline Hill,...