- The Statue of Zeus at Olympia The Statue of Zeus. (Copyright Lee Krystek, 1998) In ancient times the Greeks held one of their most important festivals, The Olympic Games, in honor of the King of their gods, Zeus. Like our modern Olympics, athletes traveled from distant lands, including Asia Minor, Syria, Egypt and Sicily, to compete in the games. The Olympics were first started in 776 B.C. and ...unmuseum.mus.pa.us/ztemp.htm