Oil lamps as archaeological finds and in museum collections provide a wealth of information. Various types of studies may be applied to investigate their meaning in ancient times. When several methods are used simultaneously, the objects may be interpreted according to distinct aspects, enabling us to study this group of ceramic objects from a multidisciplinary, comprehensive perspective. Such aspects are described in this paper, supplemented by a case study concerning oil lamps from the Agora in Nea Paphos, Cyprus.