Keep in mind you're asking about a time period of 1-2,000 years.

The closest I can give you resides in the triumphal arches erected to celebrate victories. Whereas it's not a remembrance of the dead as we think about it, it is a remembrance to the victorious wars the Romans engaged in.

Otherwise the closest would be Roman funerals of at least the late republic. Aristocratic Romans would keep life-like masks of their ancestors that achieved great deeds and on the death of a member of their family they would hold public funerals where actors would wear these masks and don clothing appropriate to the dead person. This in a sense brought the dead back to life to welcome their newly deceased family member to the ancestors. In practical senses, it was a reminder of the great deeds their family members in the past did and to remind the public of these events and the part their family had in them.