This site lists most of the buildings available, and provides screenshot and comments.

They left out some buildings, so I will explain them here. I also intend to get screenshots of these buildings, and I am sure there are some I have left out.

Guilds

There is a guild for each resource. The guilds significantly improve production for that type of resource. Essentially, you will only have one guild per town, and this is the main reason for your cities to specialize in production.

Bordellos

These allow you to attract mercenaries. To get this building, you must have the high level unit building of your tribe (training grounds for Romans, long hall for others). Mercenaries are mid level units, but they are cheap.

Imperial Residence

This allows Romans to build arguably the best unit in the game, praetorian guards. The training grounds is required for this building.

Gladiator School

This building allows you to recruit gladiators. They are not often used, and this building requires the training grounds.