In 509 BC, the monarchical government which had ruled the city-state of Rome for over 200 years since its founding by Romulus was ousted and a republic proclaimed. The usurper Lucius Tarquinius Superbus, also known as 'Tarquin the Proud', was deposed in a coup led by his nephew Lucius Junius Brutus (legendary ancestor of the very same Marcus Junius Brutus who dealt the deathblow to Julius Caesar many centuries later) after his son Sextus raped the virtuous noblewoman Lucretia, wife of his friend Lucius Tarquinius Collatinus. Soon after Lucretia's suicide, Tarquin the Proud and his clan were banished from Rome; Brutus was offered their crown but refused it; and ultimately the patricians (nobility) and plebeians (commoners) of Rome jointly voted in favor of ending the monarchy and establishing a republican government, with Brutus and Collatinus elected as its first Consuls.
Tarquin, as may be expected of someone with the epithet 'The Proud', did not accept his deposition gracefully. He first tried to reach out to royalist elements within the newborn Republic (including two of Brutus' sons), but when this 'Tarquinian Conspiracy' was squashed before the end of 509 BC, he turned to building alliances with the nearby Etruscan and Latin petty-kings. However, he was defeated by the Republicans at the battles of Silva Arsia (509 BC) and Lake Regillus (496 BC), and even in 508 BC the attempt where he got closest to regaining his throne was foiled when his ally, the Etruscan king Lars Porsenna of Clusium, negotiated a peace treaty with the Republic that didn't include Tarquin's restoration. After Lake Regillus, Tarquin evidently gave up on trying to win back his throne and died in obscurity in Cumae a year later.
But what if...Tarquin succeeded in reclaiming the Roman throne? It doesn't particularly matter whether the Tarquinian Conspiracy is successful, or he leads his royalists and allies to victory at Silva Arsia or Lake Regillus, or Lars Porsenna restores him to kingship in 508 BC. The important thing is that Tarquin is once more reinstated as King of Rome, strangles the dream of the Roman Republic in its cradle, and almost certainly undertakes a brutal purge of anyone he deems even remotely suspicious.
What are the long-term effects? Far too many to count, really. First and foremost, Tarquin was an incompetent and unpopular tyrant, and his three sons Titus, Arruns and Sextus do not appear to have been much different; thus, Rome is unlikely to become particularly successful under their rule. Most likely, it remains one of many small squabbling Italian city-states and falls under Etruscan influence (the Tarquinii themselves were an Etruscan clan). Unless an Etruscan king of great ability & ambition steps up, Italy will thus likely remain a disunified morass of minor kingdoms, tribes and (in the south) Greek city-states well into the foreseeable future.
Rome never becoming a great power means tremendous and unpredictable changes in the course of the Mediterranean Basin's history. Carthage, which by 509 BC had gained control of Sicily and Sardinia, is likely to become the dominant power in the western Mediterranean: however, as a maritime republic dominated by mercantile interests, the Carthaginians are unlikely to be as insistent about total conquest and direct rule as the Romans were, and instead settle for ruling their hinterland possessions through client monarchs while only colonizing and directly governing the coasts. The Celts would still have free reign across much of northern and western Europe, until and unless they are displaced by the Germanic peoples. Iberia would remain a battleground between the Carthaginians in the south/east and the native Iberians and Celts in the north/west.
Out east, as of 509 BC the Persian Empire has yet to invade Greece proper. It is, however, nearing its maximum territorial extent under Shah Darius I, and has already absorbed Macedon two years before the fall of the Tarquinii. The butterfly effect may result in the Persians conquering Greece after all, which would change the course of Western civilization in so many ways that a hundred-page paper wouldn't provide sufficient coverage. Alternatively, they could still fail before the combined strength and determination of the Greek city-states...in which case, the future remains extremely unpredictable. Perhaps the Athenians and their Delian League will prevail over the Spartans' Peloponnesian League in this timeline's equivalent of the Peloponnesian War, if one even happens? Perhaps Alexander the Great will never be born, or fails to defeat Persia utterly? Or if he is and still manages to repeat his conquests, the East would remain divided among the Diadochi with no Rome to crush them all, unless by some miracle he leaves behind a strong heir capable of holding together a realm stretching from Corfu to Pakistan. Only one thing is certain about a world where Rome never becomes a major power: it would look completely unrecognizable to modern eyes.
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