I love reading the book of Acts in the Bible because it relates their travels within a part of the Roman empire. What strikes me is how similar to modern day traveling it seemed to be, just in longer timescales. But the same way we could say today "I'll catch a plane to Madrid and from there I will proceed to Paris", you read there about people taking ships and then traveling on foot to other locations as if it weren't such a huge deal i.e. not as if they were saying "I'm embarking on this long journey to the end of the world, farewell!"
I guess we could say the part of the world covered by the empire was quite "globalized" at that time, in a sense.