The aim of this paper is to illustrate how small finds of the Roman (imperial) period can represent an important contribution, alongside written sources, to the understanding of a ‘historical’ society. Some theoretical and methodological aspects involved in finds studies will also be briefly presented.The debates about the relationship between humans and the material world, started particularly in the field of prehistoric archaeology, gave rise to an array of theoretical stances, which, until rather recently, had little echo in Roman provincial or classical archaeology. The strands picked up by post-processual archaeology revolve around the idea that material culture is ‘meaningfully constituted’ and that, consequently, artefacts should be studied from the perspective of the social practices they facilitated. Surely, Roman artefacts can be viewed in the same way.Small finds are especially suited to addressing current issues (like general sociological matters, negotiating identities etc.), since they are much easier to quantify than other materials. However, their interpretation must derive from complete and detailed analyses, as well as acknowledged theoretical bases. A few concrete examples (mainly related to the military) are drawn from the vast bibliography on small finds, in order to show their potential and support the points previously made.