The art of life is more creative than the work of art. Ancient philosophy, and in particular the Hellenistic one with the cynics, the skeptics and the Stoics, was not only a discourse, a written doctrine, a theory, but a concrete practice of life proposed as a model. The testimony of this “art of life”, of this meaning of ethos as a living exercise on oneself, has not however been historically collected by modern philosophy, but by the most significant currents of modern-contemporary arts.