Ancient people built pyramids all over the world, although the most famous ones are in Egypt and date back more than four thousand years. Modern people build them as well, although the one in Memphis, Tennessee, probably won't last as long as the ancient stone structures. You may be surprised to know that the Romans built pyramids, too! The Pyramid of Cestius was built in Rome around 18 to 12 BC for Gaius Cestius Epulo. Cestius wasn't an emperor, but he was a wealthy and powerful politician and a priest besides, and wanted to be buried in a pyramid. It was the fashionable thing to do, as Rome was undergoing somewhat of an Egyptian craze at the time.
The tomb was built in the countryside outside of Rome, but the city overtook the pyramid over time. At one point, it was even incorporated as part of a wall. The pyramid was vandalized, then excavated, in the Middle Ages, and was mistakenly ascribed to someone else. Read the story of Rome's pyramid at Amusing Planet.
(Image credit: Flickr user Dennis Jarvis)