Is it tiny? It could be a souvenier.
Is there anything stamped or etched on the bottom?
If you think it's ancient, you could try getting in touch with a university, or a museum, or try hyperography.com -- they might have archaeologists.....
Anyway, a little more information would be helpful -- how big is it? What do you think it's made out of?
It looks like a tiny little vase, but it could be a really old perfume bottle missing its stopper.
It wasn't that long ago when I thought that 'mint error' meant that something was wrong with my candy.