Si fueris Romæ, Romano vivito more; Si fueris alibi, vivito sicut ibi.
If you are at Rome live in the Roman style; if you are elsewhere live as they live elsewhere.
St. Ambrose to St. Augustine. Quoted by Jeremy Taylor, Ductor Dubitantium, I. 1. 5. Reported in Hoyt's New Cyclopedia Of Practical Quotations (1922), p. 677.