The Palladium story goes that the Palladium was a gift from Athena to the Trojans. Supposedly, they were told that their city would never crumble so long as the Palladium was safe inside the walls of the city. Odysseus and Diomedes knew this, so one night during the Trojan war, the two snuck into the city and stole the Palladium. Afterwards, the Greeks took the Trojan horse into the city and the rest is history. Supposedly though, Aeneas, before escaping the city, managed to grab the Palladium and take it with him to his new homeland. Some stories say otherwise, but they all end the same: The Palladium makes its way back to Italy somehow, where its protected with Athena/Minerva's "sacred fire" (The Mark of Athena burns through Rome). Not only that, but one story of the Palladium says that a Roman prophet was turned blind for touching the Palladium while saving it from a burning temple. I think the burning through Rome part has something to do with then sacred fire