Elsewhere, my friend Chaim is attempting to tell us that Esav was the epitomy of evil, and he's using midrashic matrial to defend his point. Nice try, Chaim, but Yaakov Menken played the same cards two years ago and was brought up sharply. What follows is part of the post that did it:
.........midrash isn't a monolith. The great majority of agadic wisdom is contested by other parts of the agada. A great example from last week's parsha: The 12 sons of Jacob married their sisters, right? Well, no, not according to Rav Nechamia, who says they married Canaanite women, the same sort of Canaanite women who gave their grandfather Abraham night terrors and cold sweats.
The teaching about Esav's absolute evil is also contested, as follows:
Statements about Esav that are not completely negative
-- Gen. Rabbah 65:16 (No one honored his father better than Esav)
-- Gen Rabbah 67:4 (Jacob was wrong to make Esav cry by taking his blessing, and he was later punished for this via the loud cry issued by his decendant Mordechai)
-- Avot de-Rabbi Nathan: 47, 130 (Esav shed three tears when Jacob took his blessing, the first two caused the destruction of each temple, and the third temple won't be restored until the third tear dries.)
There may be plenty more, but this is all I came across in six seconds of searching.
Ok, now, let's get serious: Why do we think that Esav's link with Rome and anti-semitism is an undisputed fact of Jewish life? Answer: Rabininc polemics.
Before Esav could be linked with anti-Semitism, he needed to be linked with Christians. And before he could be linked with Christians he needed to be linked with Rome. That first occured in the second century.
Esav appears as a stand-in for Rome only after the Bar Kokhba Revolt (132-135 C.E.). Until then Esav was generally just a symbol of godlessness and bad stuff, inspired, most likely, by that verse at the beginning of Malachi. Before the Bar Kokhba Revolt, there's no specific equation of Esav with Rome. (Incidentally, early Christianity also depicts Esav as godless, rejected, and bad: a significant point because the earliest Christians were virtually indistinguishable from Jews.)
As to why he became equated with Rome at that point, the answer's clear: Beitar marked the end of a century-long Roman war against the Jews, the most grevious violence against the Jewish people until the Final Solution. (That's the social and political context often missing when we study aggada) The ratio of Jewish dead in turn-of-the-century Palestine may well approximate one in three. Notably, the first sources to equate Esav with Rome are following the BK Revolt, when the Jews began to write about their defeat at the hands of Rome and to interpret it. Like all violated and defeated people, they also demonized their vanquishers, in the language of their "street," which as you might imagine, was spiritual. (If you listen carefully, you can even hear echos of this in the way that conquered Palestenians speak of Jews)
Two of the first agadic links of Esav and Rome
Lamentations Rabba 2:4:R. Yochanan said: The voice is the voice of Jacob (Gen. XXVII, 22)--the voice [of distress caused by] the Emperor Hadrian, who slew eighty thousand myriads of human beings at Beitar. (If the voice was Jacob, it follows that Esav was the hands.)
Tanhuma Terumah 3: In an imagined exchange between R. Akiva and Tinneius Rufus, the Roman tyrant specifically links himself with Esav and the proof-text from Malachi: "Why does the Holy One so hate us that He wrote, ‘But I hate Esau’?" The fact that R. Akiba was there tells us it couldn't have been long after the revolt. It should be remembered however, that Rufus was no Christian.
To sum up: The idea that Esav (formerly just a generic bad guy with some redeeming qualities) was Rome appears to have entered the popular imagination after Beitar. Later, when Rome became Christian, the Christians appear to have inherited the negative distinction. This was done by people who needed to explain their defeat in spiritual terms. It was a way of saying, "Ok. We got our heads handed to us in this world, but upstairs, where it counts, God likes us more."