The Talmud ofter uses the word "Edom" (the Biblical nation descended from Esau) when they are referring to the Roman Empire. Some students of the Talmud, including ZC, believe this was meant literally-- that the Romans were descended from Edomites. Others (and I, though certainly no Talmudic scholar, am of this view) think the Rabbis were merely trying to avoid Roman censorship, by substituting the name of a historical enemy of the Israelites for the name of their then-current oppressors.
This is traditional Jewish doctrine, and the fact that it is not known is symptomatic of the ignorance of true Judaism among people today.
The Romans themselves held that they came from the east. Their own mythology had them as the descendants of Trojan survivors of the Trojan war. Interestingly, the symbolism of Fascist Italy was based on this myth. For example, the uniform of the Blackshirts included the fez, and the Fascist war cry ("Aya! Aya! Alala!" or something like that) was supposedly the war cry of the ancient Trojans. (It was not Mussolini, btw, but the poet Gabriele d'Annunzio, who dreamed up this uniform and ritual.)
In Jewish history there are several exiles: the exile of Egypt (in the days of Moses), the exile of Assyria, the exile of Babylon, the exile of Persia, the exile of Greece, and the exile of 'Edom. This last exile, which endures until this day, was the exile brought about by the Romans. As 'Edom was the literal ancestor of the original Romans, it has become a sort of codeword for the western chr*stian world that succeeded it.