The Egypt Centre has two shrouds from Deir el-Bahri dated to AD 220-270, the Roman Period. They do look a bit odd compared to typical pharaonic iconography. Indeed, early excavators wondered if they were Christian. Well you can see why with the cup, etc. (Added: They are in fact typically Egyptian for the date).
There is some general information about them here. However, today I wanted to concentrate on the depiction of Anubis in canine form with a key around his neck (he is shown twice in symmetry, near the bottom).
This key-carrying links him with the Greek god Aiakos, a judge of the dead. And indeed in Egyptian iconography, one of the roles of Anubis was as a judge of the deceased.
You can see him in his judge role on our 21st Dynasty coffin.
Anubis is sometimes given the title ‘he who is over the scales’ (Seeber 1976, 154) or, as early as the Pyramid Texts (DuQuesne 2005, 465), ‘assessor of hearts’ and ‘overseer of the tribunal’. His role as a judge and his epithet ‘assessor of hearts’ are discussed by Willems (1998). Prior to the 21st Dynasty, Thoth or Horus took the role as deity in charge of the weighing proceedings; during the 21st Dynasty, Anubis takes on this role.
On our shrouds, he has a key around his neck. Anubis with keys also occurs on magical gemstones of the later periods. They are keys to Hades, the Underworld. Many Egyptian texts speak of the afterlife as being celestial, or in the west, or even in some unspecified place, 'yonder'. But here we have the suggestion, that the deceased lived in Hades; the Underworld. This idea of the afterlife as in the Underworld seems to show a Greek link; one could say it is very much un-Egyptian. Joanne Conman has written a convincing argument which suggests that the Egyptians certainly did not think of the deceased as inhabiting an Underworld, as such a realm did not exist for them, at least in earlier periods.
And, finally, as Terence DuQuesne (1991) explaines, Anubis, as a jackal is an archetypal gatekeeper. One would expect a post Egyptian gatekeeper to hold keys (earlier Egyptian ones are shown with knives).
Conman, J. 2009. It's About Time: Ancient Egyptian Cosmology. SAK, 31, 33-71.
DuQuesne, T. 1991, Jackal at the Shaman's Gate: A Study of Anubis Lord of Ro-Setawe, with the Conjuration to Chthonic Deities (PGM XXIII; pOxy 412). Thame: Darengo.
DuQuesne, T. 2005. The Jackal Divinities of Egypt I. Oxford Communications in Egyptology VI. Oxford: Darengo Publications.
Seeber, C. 1976. Untersuchungen zur Darstellung des Totengerichts im Alten Ägypten. München: Deutscher Kunstverlag.
Willems, H. 1998. ‘Anubis as a Judge’, in Clarysse, W., Schoors, A and Willems, H. (eds.) Egyptian Religion the Last Thousand Years. Studies dedicated to the memory of Jan Quaegebeur. Leuven: Uitgeverij Peeters, 719–743.