A former student of mine has informed me about an interesting atlas, available on the web: Digital Atlas of the Roman Empire.
I have not had time yet to search every detail of its possibilities, but my impression is that it is very detailed, and very informative, containing a lot of information. It has a good Search function, by which you can search for both ancient and recent names, a Legend, describing the various colors and symbols used in the map, etc. You can have two atlases open on the screen; one for the widere area, and one detailed, showing, for instance, the streets of a city. It also contains several links to other relevant websites.
To look for Alexandria in Egypt, the place of Philo, click here.
All in all a very impressive atlas.