Right off the bat I'm thinking the Amazonians from the DC universe who are the people of Wonderwoman (Diana) of Themescara.
But for anime/manga, I don't know many that are based off of Greek or Roman culture.
But the one that sticks out to me the most is the people of the Reim Empire from Magi: the magical labyrinth.
Specially Scheherazade http://images3.wikia.nocookie.net/__...heherazade.png
Sorry I can not be more helpful on this matter.