It is named after the Sabines, an ancient people that were in Latium before Rome was founded.
The legend says that Romans raped (i.e. abducted) Sabine women to populate the newbuilt town, but more realistic studies found many relationships between the two peoples, especially regarding religion and mythology. Many Sabine deities and cults found in fact a development in Rome, and many areas of the town (like the Quirinale) were once Sabine centers.
The area is today a tourist destination, with plenty of interesting medieval villages, and is perhaps more famous for its olive oil production.
For the Texan river by this name, see Sabine River.