Written history started with the Assyrians and the Mesopotamians, who invented cunieform writing, fancy chariots and tidily knitted little black beards, but the three Big Cultures of ancient times, roughly in order of appearance, were the Egyptians, the Greeks and the Romans. Egyptians first:
Popular belief has it that the pyramids were built as enormous tombs to house dead pharaohs. This theory is given weight by the discovery of various dead people inside pyramids, often wrapped in bandages and surrounded by gold things. Personally I'm not convinced.
Even if you're a pharaoh it seems like an awful lot of trouble to have a massive pyramid built which you will only fully appreciate after you are dead - and even then you'll be right in the middle of it; the only point for miles around where you wouldn't have a good view of it, even if you were alive. (The Egyptians, not uniquely, seem to have had trouble getting their heads round the concept of 'dead'.)
A more likely explanation is that the things were built just to keep an idle population of peasants or Hebrew slaves occupied and out of mischief - any depositing of dead personages within these structures no doubt came later. An excellent idea if you ask me, in fact a few new pyramids probably wouldn't go amiss, as long as they put them somewhere discreet. Speaking of which: all the dead characters found in there seem to have been wrapped in bandages, suggesting that they suffered some nasty mishap shortly before their demise, perhaps involving those chariots with the spiky wheels. It seems likely that these people were simply thieves who had been caught stealing all those gold things that surround them, and have been severely beaten up then planted in a pyramid as punishment. Not only are they stuck for all eternity in the one place where they can't see the only tourist attraction for hundreds of miles (except for the wacky lion thing which they can't see either), but all those hundreds of feet of rock stop their souls from drifting off to heaven or any other more desirable place. As for why they are allowed to keep all the gold, that can only be a sort of bloody-minded taunt - an eternal reminder that their ill-gotten gains are no good to them here. The previous, rightful owner of the wealth might have something to say, but- well, what can you spend it on in the middle of the desert anyway, when they haven't even invented DVDs yet?