Garum or liquamen is a fish sauce ubiquitous in Greek and Roman cooking, and common to varying extents in other Mediterranean cuisine, where it is often called muria as well. It is made by cutting up various fish and fermenting them with salt over a long period of time, as described by Gargilius Martialis in De Medicina et de Virtue Herbarum:
Use fatty fish, for example sardines, and a well-sealed container with a 26-35 quart capacity. Add dried aromatic herbs possessing a strong flavor, such as dill, coriander, fennel, celery, mint, oregano, and others, making a layer on the bottom of the container; then put down a layer of fish (if small leave them whole, if large use pieces); and over this add a layer of salt two fingers high. Repeat these three layers until the container is filled. Let it rest for seven days in the sun. Then mix the sauce daily for twenty days. After that tie it becomes a liquid.
As may be observed, the production of garum is both lengthy and noisome. Contemporary writers often noted the pungent smell of the fermenting fish, and it could not considered polite to produce it anywhere with nearby neighbors. Nonetheless, it was a crucial part of ancient cookery, with many different recipes and grades of sauce recognized. Martial 13 notes that mackerel is a preferred fish, and anchovies are highly regarded, whereas more plainly flavored fish seem to be less prized. Although the prospect can be offputting to modern diners, its role in cuisine was similar to Worcestershire sauce, with small to moderate amounts being employed to add a savory quality to a wide variety of dishes, from meat to fruit.
Given this ubiquity, the cook of ancient foods must use something in the place of garum. Making it in the traditional style is a daunting prospect for most of us, and shortcut methods are unlikely to produce a very accurate reproduction. Worcestershire can substitute for garum, but it is not ideal due to the many other flavorings it contains. Southeast Asian fish sauces, however, tend to be made very much as garum was, and they can generally be found at any Asian grocery. I like to use the Vietnamese nước mắm, but other kinds such as nam pla or teuk trei can be used somewhat indiscriminately. The sauce you use should have a texture slightly thicker than soy sauce, with a flavor and aroma that is somewhat fishy but not overpoweringly so.
If you would prefer to make your own garum in the classic style, by all means do so. While I live in the city I will leave such endeavors to others.