What is a good resource or set of sources on the Greco-Roman context of scripture? I want to deal with the Gospels and their Greco-Roman contexts.
This question matches your earlier question on 'the times'. I don't know of any COS-like source matching up the NT writing (other than the ones already discussed ... eg Jesus in Context, etc). Most COS-like discussions are in the commentaries (sympathetic to church doctrine), or in monographs (sympathetic to existing philosophy/Josephus, etc).
The one I use a lot, but is over a century old: Dictionary of Greek and Roman Antiquities and is good reading. Organized by latin words (but in english). But you'd have to already be familiar with the Greek/Roman landscape.
Take a look at these (not a comprehensive list, but a start):
Jeffers, The Greco-Roman World of the NT Era
D. Bock, Jesus in Context
H. Koester, Paul in His World
Klauck, The Religious Context of Early Christianity
Ferguson, Backgrounds of Early Christianity
Green, The World of the New Testament
Evans, Ancient Texts for NT Studies
Evans (ed.), (IVP) Dictionary of NT Background
deSilva: Honor, Patronage, Kinship, and Purity
Scott, Jewish Backgrounds of the NT
Ascough: Associations in the Greco-Roman World
Sampley, Paul in the Greco-Roman World (2 vols)
Longenecker, In Stone and Story
Burridge, What are the Gospels?
Malina has done several volumes titled "Social-Scientific Commentary on ...
The Oxford Classical Dictionary