For history buffs, a visit to the ancient Roman ruins of Aquincum is well worth it. Originally a Celtic settlement, Aquincum was once the bustling capital of the Roman Province of Pannonia and its ruins are still visible today in the Obuda part of the city. This was the headquarters of the governor and a former military fortification.
This archaeological park, which dates back to 35BC, also has an interesting museum with a fascinating collection of jewels, glass, bronze tools, wall paintings and mosaics on view. During the years after its founding, the Aquincum military base served as home to a Roman Legion and the city enjoyed all the luxuries of the empire such as home central heating and public baths. The area remained under Roman control right up until the fall of the Western Roman Empire even though it was right in the path of the marauding Huns and Vandals.
Check out the official website for Aquincum for more information