Catacombs of Saints Peter and Marcellinus, Rome
As usual in classical iconography Orpheus is pictured holding a harp and plecturm and wearing a Phrygian cap. He is a figure from pagan lore but the catacomb is Christian, as are all its other images. He appears to have been chosen because he went into the underworld to save his wife, just as Christ did to save all the faithful, who constitute his "wife," the Church. Other paleo-Christian images also overlay Orpheus iconography onto that of Christ as Good Shepherd.
Read more about images of Christ as Good Shepherd.
Source: this page at Wikimedia Commons.