The city of Pompeii is very important for the study of Roman art, as well as for the daily lives of the Romans, because this city has been preserved perfectly well and it contains pretty much everything needed for making a reconstruction of the Roman art and society as well.
The city of Pompeii was located in close proximity to the volcano Vesuvius, and when it had an eruption it was during the night, when everyone was asleep, so people were caught off guard and the ash from the volcano buried them alive. The ash also allowed that everything remains as it was, so it is also very important place for studying of Roman art which is nicely preserved.