"When You Are at Rome Do as the Romans Do."
This phrase is of very ancient origin and is traceable in Church history to St. Austin, who cites it as the advice of St. Ambrose on the subject of Sabbath keeping, in regard to which the practice of Milan and of Rome differed.
Rome, and some of the Western churches, kept the Sabbath as a fast day; but at Milan the ancient custom still continued of keeping Saturday a festival. So that even in Lent, as St. Ambrose himself assures us, "not only the Lord's Day, but every Sabbath, except the great Sabbath before Easter, were observed as festivals and days of relaxation." This differing custom of the churches gave rise to much trouble among conscientious Christians.
To answer a scruple which perplexed his mother, Monica, St. Austin went to St. Ambrose upon the subject, who told him he could give no better advice than to do as he did--"When I am at Rome I fast as the Romans do; when I am at Milan I do not fast. So likewise you, whatever church you come to, observe the custom of the place, if you would neither give offence to others, nor take offence from them."