Virtually all ancient civilizations were involved in astronomy, with varying degrees of sophistication. All observed, many constructed "observatories" of various kinds, and many recorded their observations. The purposes of these observations were very often originally practical - navigation, agricultural, calendrical, etc. With time there often came to be a religious connection as well.
Well known surviving examples of such ancient observatories include Stonehenge and several South American and Meso-American sites. But, there are many less well known examples from other civilizations.
Links to archeo-astronomy sites:
http://www.teleport.com/~billf/Internet_Lesson_Plans/Archeoastronomy/Archeoastronomy.html
http://www.as.wvu.edu/~planet/lnk_arch.htm
http://indy4.fdl.cc.mn.us/~isk/stars/starkno7.html
http://www.le.ac.uk/archaeology/rug/image_collection/
http://osr.org/en-us/articles/stonehenge-an-astronomical-calculator/
http://www.astro.uva.nl/~michielb/maya/astro.html
These earliest astronomies/cosmologies were almost exclusively mythological. The practical uses of the astronomical knowledge existed side by side with the mythological/religious components which often connected the astronomies/cosmologies with the larger culture. Of course from a structural point of view the cosmos envisioned in nearly all cases was geocentric, with man, and his home earth, occupying the central position.
Link to the Astronomy History
Resources page:
http://www.stsci.edu/astroweb/cat-history.html
Brief History of Astronomy
Timeline:
http://www.bios.niu.edu/orion/history.html
Documents of Astronomical
History:
http://www.stcloud.msus.edu/~physcrse/astr106/doc.html
The mythological astronomies of the pre-classical world gradually were transformed into the more rational astronomical models of the classical Greek period. Key to this transition were the models proposed by the Pythagoreans and the Ionians/Milesians. The Ionians were among the first to bring a rational approach to astronomical modeling. While record-keeping connected with astronomical observations had always been systematic and rational, such had not been the case for astronomical models of the cosmos. The Pythagoreans set astronomy on a quantitative path, and coincidentally imagined a cosmos which was not geocentric, with a "central fire" around which the earth, counter-earth, sun, moon, planets, and stars revolved. It should also be noted that a truly heliocentric model was proposed by Aristarchus of Samos, in which the earth and other planets orbited the sun, with the earth rotating on its axis once each day. In spite of these aberrations however, virtually all astronomical models of this time were geocentric.

Links to Pre-Socratic
astronomy sites:
http://www.perseus.tufts.edu/GreekScience/Students/Ellen/EarlyGkAstronomy.html
Plato and Aristotle brought rational inquiry into the sciences, and in particular astronomy, to new levels. Although their approaches were quite different, both advocated systematic and rational investigation. Plato taught that the world around us is one of illusion - that the senses could be easily deceived - and so the truth could best be discovered by applying logic and reasoning. (Nonetheless we should remember Plato's charge to "save the phenomena.") Aristotle, in contrast, advocated searching for the truth by first observing, and then constructing models which could explain the observations. Thus Plato employs the philosopher's approach to investigating the physical world, while Aristotle uses the scientist's methods.
Aristotle's two realms -
Terrestrial realm: (1) Four elements -
earth, water, air, fire
(2) Motion is of two kinds - natural and forced -
which can be combined
Natural motion is based upon the composition
of the object
Natural motion is vertical

Forced motion occurs only when the source of the force contacts the object
(3) Terrestrial realm is imperfect, changing, corruptible
Celestial realm: (1) Single element - aether/quintessence
(2) Motion is of only a single kind - uniform circular (natural)
(3) Celestial realm is perfect, unchanging, incorruptible

As time passes (over the course of weeks and months) planets are found to gradually move west to east relative to the fixed stars. This "normal" motion of a planet is known as prograde motion. But, from time to time all planets are found to appear to stop and move east to west for a period of time before resuming the normal west to east motion. This apparently anomalous behavior is known as retrograde motion. These retrogrades are seemingly erratic with regard to time of occurence, duration, and details of the shape of the retrograde loop. Retrograde motion posed the greatest challenge to astronomers for several centuries.


Links to Ptolemaic sites:
http://quark.angelo.edu/~msonntag/physics1301/c03earlyastro.htm
(this site has info from
ancient mythological through Ptolemaic)
Links to medieval and Renaissance sites:
http://www.hcc.hawaii.edu/hccinfo/instruct/div5/sci/sci122/DARK_DAWN.html
Given the task of improving the calendar for church purposes, Copernicus found that a heliocentric model was conceptually simpler. Copernicus was aware of the earlier non-geocentric models of the Pythagoreans and Aristarchus. In investigating the question of planetary motion Copernicus sought a model which was more faithful to Aristotelian principles, believing that Ptolemy had strayed from those principles, particularly with regard to the equant.
While conceptually simpler than the Ptolemaic model, and giving a much more reasonable explanation of retrograde motion, the original version of the Copernican model did not work even as well as the Ptolemaic model. To improve its agreement with observation Copernicus re-introduced some of the geometric devices used by Ptolemy - specifically the epicycle and the eccentric. Even this compromised version of the model worked no better than the Ptolemaic model.


Because it worked no better than the Ptolemaic model and was not viewed favorably by the Church, the Copernican model was not widely accepted. In addition, while the Ptolemaic model was based on Aristotelian physical theory, the Copernican model had no comparable physical theory as its basis.
Owing to improvements made in observational instruments by Brahe, his observations revealed that there were small discrepancies between the Ptolemaic model predictions and observations. While observations were accurate to a degree or less, the model often made predictions which were in error by more than 5o.
Two events occurred which revealed a flaw in the Aristotelian physical theory. When observations of the location of the supernova of 1572 and the comet of 1577 relative to the distant stars made by observers in different locations were compared, it was found that all observers recorded the same position. In other words the objects showed no detectable parallax. This meant that these objects must be located at a very great distance from the earth - clearly in the celestial realm - rather than in the earth's atmosphere. This indicated that Aristotle's contention that the celestial realm was unchanging was incorrect. This, in turn, brought the entire Aristotelian scheme into question.


T2 ~ r3
Sunspots 
Moon's Surface 
Milky Way 
Galilean Moons 
Phases of Venus 

Links to Copernican (and related) sites:
http://www.physics.wisc.edu/~shalizi/White/#astro-2
(this is actually a huge site which looks at
the general relationship between science and
theology throughout history)
http://www.infidels.org/library/historical/andrew_white/Chapter3.html
(site similar to the above)
1st Law - Law of Inertia
2nd Law - Law of Force
3rd Law - Law of Action & Reaction
Contrast with Aristotelian Ideas on Gravity
F = GM1M2/r2
Consequences of Newtonian Gravitation
Links to Newtonian (and related) sites:
Links to general history of astronomy sites:
http://userzweb.lightspeed.net/~astronomy/history/history.html
http://www.infidels.org/library/historical/andrew_white/Chapter3.html