Strictly speaking, Rory didn't come back as a Roman. The Roman version in "The Pandorica Opens"/"The Big Bang" was an Auton replica of Rory, not Rory himself. However, after the real Rory was brought back by the "rebooting" of the universe, he somehow had memories of being that Auton replica. Even the Doctor has been unable to come up with an explanation of this. The real Rory later dressed as a Roman centurion (in "A Christmas Carol" & "A Good Man Goes to War").