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What if the Romans, during the height of their power, had established a completely centralized secret police that eventually increased in power and took over the state? What might this look like?

Historically, the Romans were not unfamiliar with espionage. In the 2nd century, Hadrian established a secret service, the frumentarii. Ostensibly wheat collectors, allowing them to come into contact with locals and natives across the far-flung regions of the Roman Empire, the frumentarii collected information and relayed it to the Emperor. They lasted until the 3rd century. The Agentes in rebus from the 4th to 7th centuries were an imperial courier service who relayed messages, but also supervised the arrest of senior officials. The Byzantines also established the Bureau of Barbarians from the 5th to at least the 8th century. It was not strictly a secret service, but kept close watch on all visiting foreigners and kept records on the subject.

So one might wonder, was a police state feasible in the pre-industrial era?

I would say it was very much possible. We can look to the examples of the Neo-Assyrian Empire, which had agents of the king in every province and foreign exiles giving information about far flung territories. Much later, Ivan the Terrible established the Oprichnina infamous for its secret police and suppressive action. While early modern, this was still before any sort of faster industrial travel, and when printing was prohibitively expensive in Russia. The later Okhrana, though established in the 19th century, functioned in the least densely populated and least industrialized state in Europe, the Russian Empire.

Hypercentralization was also possible in the pre-industrial and even ancient world, as evidenced by Cleopatra's Egypt. Ministers and agents of the pharaoh controlled all sources of revenue in the country, in a highly rigid bureaucratic system with many state functionaries and regulations, long before any sort of modern state. This didn't involve much espionage but involved heavy documentation with papyri, long before printing.
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