Elysium was not part of the Roman idea of the afterlife – it was a Greek idea. Elysium forms no part of the realms of Hades and the Dead, but is a fabulous and happy land in the western extremities of the Earth, inhabited by a few favorites of Zeus, such as Menelaos (Interesting that the greatest letch in the Pantheon would have the world’s most famous cuckold as his favorite, isn’t it.) and Rhadmanthus, its ruler. Later (in Pindar), Elysium becomes the abode of those who have lived three blameless lives. In Hellenistic times it became the part of the underworld where those shades reside who had been adjudged to have led good lives on Earth. Roman views of the afterlife were characteristically grim – or grave, rather. The underworld was a place of Shades languishing in a semi-conscious joyless half existence. The best that could said of their condition was they were free from actual suffering – though wretched failures and wastelings on earth would be even lowlier in death, and the honorable could at least rest in their self-satisfaction. For the Romans it was about civic honor, of course, not pleasure or joy. That was the whole idea of divinizing worthy dead emperors and other great civic heroes: Romans didn’t say they were gods, they said that due to their greatness on earth they had shown themselves worthy of divine honors and of a place amidst the radiant glory of the high gods. As such, they didn’t languish as a Shade in the underworld, but were allowed to repose as a rarified and perfected spirit in the bliss of glory among the gods. (Nobody prayed or sacrificed to dead emperors, or asked them for favors: they paid them the respect that society said was due them, and held them up as role-models. By comparison, a Roman Catholic Saint has more “miracle power” in that religion than any deified emperor did in the Roman state cult.) A place in celestial glory was not accorded every civic benefactor who died in the service of his country, however: it was an honor that could only be conferred posthumously by the state itself, and it didn’t do so very often: it was kind of ancient Rome’s precursor to the RCC’s process of canonization, except there were far fewer deified Romans than canonized saints. I’m assuming you got the idea of Elysium as a Roman Valhalla from “Gladiator”. Word to the wise: don’t get your history from movies, especially Roman History – unless it’s “A Funny Thing Happened on the Way to the Forum”. You see “Gladiator” isn't about ancient Rome. It's about a society where a spoiled princeling-turned-ruler blinds his people to his escalating despotism (and incompetence at real state-craft) by distracting them with violent entertainment, deluding them into thinking their country's great, and so they are great. The great irony is most people watching the movie, enthralled by the spectacle of violence (while looking down on the Roman audience for their similar fascination) had no idea they were being mocked twice over... or even once.