Possible Clues:

• Hasten to the Hellenic city
• Army brought back females in foreign capital
• Olympics site, 2004
• City captured by heathen soldiers
• The way to get at poultry in the manner of grease?
• Loser to Sparta
• Sounds like the way to get to the grease at the poultry
• He leaves pagan's city in Greece
• Get at the birds for the grease, by the sound of it
• The short answer without capital?