seems the romans were not very impressed it it. no writings by any roman author speaks of it
but they did "possess" the pyramids and some other giants within their empire so they may have just said "nah, just a pile of rocks"
but then, since they couldn't transport it to rome (ala Egyptian Obelisks) maybe they just decided it was a non entity?
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seems that the miscellaneous groups we call the "saxons" were impressed though
they used it as a 'sacred place'- or rather the area very near to it, like the neolithic ditch, for executions and burials of the executed. which may have well been done for religious purposes/sacrifices
http://www.academia.edu/993424/An_Anglo-Saxon_decapitation_and_burial_at_Stonehenge
stonehenge does, apparently, roughly translate to "saxon" as "hanging rocks"