1834, Thomas Staunton St. Clair, A Soldier's Recollections of the West Indies and America, with a Narrative of the Expedition to the Island of Walcheren, volume 1, London: Richard Bentley, page 345:
[…] but, as I seated myself at table, I thought how my friends in Scotland would stare to see stewed monkey, roasted mermaid, and a pepper-pot of macaws, set down on table for their repast. But my plan always has been when in Rome to do as Rome does; and we found our food both delicate and cooked in such a manner, with every savoury spice, that it would have tickled the palate of the most fastidious gastronome.
1846, “A Letter from Mehemet Ali to Ibrahim Pacha”, in Punch, or the London Charivari, volume 11, London, page 35:
It will be observed that the document is written in the ordinary style of English correspondence, for Mehemet Ali endeavours to adopt European habits as far as he possibly can, and, as when in Rome he would do as Rome does, so his son, being in this country, is addressed as an Englishman.
1852, Henry William Herbert, The Quorndon Hounds; or, a Virginian at Melton Mowbray, Philadelphia: Getz & Buck, page 117:
[…] I am not, though I hope a thorough American, one of those propagandizing, make-mischiefs, and marplots, who pass their whole time while abroad in a lively attempt to render themselves as detestable and their country as ridiculous as possible, by endeavoring to force their own manners, I should say want of manners, down the throats of all and sundry. I am quite content when in Rome to be as Romans are, and to try to conduct myself in every country, as I see the best bred men of that country conduct themselves.
1860, John Cumming, The Great Tribulation; or, Things Coming on the Earth, New York: Rudd & Carleton, page 22:
We of England are only second better off; for our own prince, the Prince of Wales, nobly thinking that when in Rome English people ought not to be ashamed of being English people—gave a fine contradiction to the wretched sophistry, that when we are in Rome let us do as Rome does, and in Constantinople as Constantinople does—the Prince of Wales, instead of doing as Rome does, went to his English Church.
1870, Letters from Europe to the Children; Uncle John Upon His Travels, Chicago: Lakeside, page 77:
For all that you've known of your friend, Santa Claus, / One thing you'll now learn, and in this find the cause / Of what has surprised you; my journeys so wide, / Round the world, make it needful that I should provide / Against much misconstruction, by becoming, you see, / All things to all men, so far as may be. / So in France I'm a Frenchman, in Germany Dutch, / In England John Bullish, though not overmuch. / In Spain I'm a Spaniard, in Mexico too; / And in short, when in Rome do as all Romans do.
But it is hardly an act of hostility to make people improve their social or work skills; it happens to all schoolchildren. And to most of the native Dutch, this was simply a reasonable “when in Rome do as the Romans do”, and a recognition that this acculturation was not happening fast enough, but needed to be pushed.
1842 July, “The Opinion of the Apostle Peter Respecting Trifles”, in Barton W. Stone, editor, The Christian Messenger, volume 12, number 9, Jacksonville, IL, page 282:
But my friend says, ‘when in Rome, we must do as Rome does,’ Ah! this is the very principle of an ungodly world; and Christians have caught the spirit, and are acting up to it. Peter and Paul were in Rome.—If they had done as Rome did, they would not have suffered death there. If we were in Rome, and must do as Rome does, we must become idolaters, and papists, or lose Rome's favor, and suffer her displeasure. But we must separate ourselves from Rome, and from the world, and their wicked and God-robbing practices. We must not be conformed to the world. We must be Christians in deed and in truth.
1857, Austin Steward, Twenty-two Years a Slave, and Forty Years a Freeman; Embracing a Correspondence of Several Years, While President of Wilberforce Colony, London, Canada West, Rochester, NY: William Alling, page 101:
I know of many instances where such persons have been under the necessity of buying or hiring slaves, just to preserve their reputation and keep up appearances; and even among a class of people who profess to be opposed to Slavery, have I known instances of the same kind, and have heard them apologize for their conduct by saying that “when in Rome, we must do as the Romans do.”
1858, Charles Jarvis, Adventures of Don Quixote de la Mancha: Translated from the Spanish of Miguel de Cervantes Saavedra, London: G. Routledge, page 519:
[…] then pausing, they altogether raised their arms and bottles aloft into the air, mouth to mouth, and with eyes fixed upwards, as if taking aim at the heavens; and, in this posture, waving their heads from side to side in token of the pleasure they received, they continued a long time, transfusing the precious fluid into their stomachs. Sancho beheld all this, and, nothing grieved thereat, but rather in compliance with a proverb he well knew, “When in Rome, do as Rome does,” he asked Ricote for his bottle, and took his aim as the others had done, and with equal delight.
1864, George Adams Fisher, The Yankee Conscript; or, Eighteen Months in Dixie, Philadelphia: J. W. Daughaday, page 44:
I was obliged to act on the old adage that when in Rome it is best to do as Romans do. I sent for the rankest rebel paper printed in the State, the Houston Telegraph. I was often asked, “How do you like your paper?” and generally replied in such a way as to make them believe that I was all right.
1873, J. W. Phelps, editor, Secret Societies, Ancient and Modern; an Outline of Their Rise, Progress, and Character with Respect to the Christian Religion and Republican Government, Chicago: Ezra A. Cook, page 224:
The good intentions of the individual cannot control the evil operations of an organization which is essentially wrong. Men when in Rome are apt to do as the Romans do, however evil it may be; and the member of a Lodge is not likely to remain for a long time better than the Lodge itself.
1883, Emma Erichsen, The Waif: or, the Web of Life, Atlanta, GA: P. Harrison, page 177:
I hope that you will like visiting the parsonage better after awhile, but you must lay aside your city airs if you desire to enjoy yourself; when in Rome you must do as Rome does. It is this adaptation to circumstances that makes me get on so nicely, for I do really have a delightful home, and am quite pleased with my country life.