If anyone has a general answer on Shaving in other time periods, I wouldn't mind (if the mods don't mind either) hearing about that!
The Romans did have access to a primitive shaving cream (animal fat and alkali: soap). More commonly men would shave with olive oil or even grind down the hairs with a pumice stone. That said, Julius Caesar was known for having his facial hairs manually plucked out with tweezers. He made a fashion of the practice. It became cool to have a slave pluck your facial hair.
So the "Rome" scene may not have been typical for Caesar, but some Roman contemporaries did shave with frothy soap to pull up the hairs and act as a lubricant.
Going to ask question myself here: Did they actually trusted slaves enough to let them pull a sharp knife over their throat? Seems like a bad idea to have yourself so vulnerable to basically your prisoner
When HBO's "Rome" was on the air, its historical consultant ran a blog on the HBO website about high-level and detailed historical accuracy of the show. He made it clear that he obviously didn't have veto power over everything that appeared in the show, but he seems to have had a lot of influence on the details. There were fascinating descriptions of tiny little things in the show ... like the upper classes using oil lamps, and the lower classes tallow candles for light, to pick out one of many.
I'm pretty sure that he would not have let something like shaving cream slip by if there weren't evidence for it ... on the other hand I am also pretty sure that the most common practice was to use olive oil. Sadly, I can't find that blog online any more.
sidebar/ btw there was a cottage industry among the experts about picking details that "Rome" got wrong ... a particular uproar about the military helmets used: while overall they looked a lot like contemporary helmets, certainly historically correct helmets could have been used for the model. A bit like a movie 2000 years from now using Desert Storm helmets at the Normandy landings. If that's your field, it's important I guess. I have sympathy for the Rome historian and production crew though ... while I am not a historian, I have run large projects, and sometimes you have to make an assessment about what is "good enough" /sidebar