“Indeed, in so far as Caligula felt loyalty to anything, it was to his family – and to his sisters in particular. (…) All three, while Tiberius was alive, had shared with their brother the perils of being their mother’s children; all three, when Caligula finally came into his inheritance, had been graced with spectacular honours.” Dynasty: The Rise and Fall of the House of Caesar – Tom Holland
When Emperor Caligula came to power his three sisters, Agrippina The Younger, Julia Drusilla and Julia Livilla were lavished with honors, including having the same privileges as the Vestal Virgins, and appearing on coins, in which they they were portrayed as deities. Consuls were obliged to swear allegiance not only to Caligula but to his sisters too.
His favorite sister, Drusilla, was even appointed as his sucessor when the emperor fell ill and after her death in 38 Caligula demonstrated “unprecedented displays of mourning”. After her death Drusilla was officially declared divine, the first woman in Roman history to become a goddess.
In 39 the two remaining sisters, Agrippina and Livilla, were caught in a conspiracy to overthrow their brother and were banished. They both returned to Rome after Caligula’s death.
Livilla was again exiled during the reign of their uncle Claudius, after falling out of favor with his wife Messalina, but Agrippina became Claudius’ wife after Messalina was executed and her son, Nero, went on to become Claudius’ successor.
Agrippina became then one of the most influentional figures in the Julio-Claudian dynasty, causing a power struggle between her and her son, which ended with Agrippina’s assassination in 59.