The earthquake response of columns constructed with drums, which are encountered in ancient historical monuments, is dominated by rocking, sliding, and wobbling. During strong ground shaking the large and heavy stone blocks oscillate about their corners, exhibiting a different way of dynamic response compared to conventional contemporary buildings. The overall physical problem involves multiple dynamic impacts with many different contact surfaces which change continuously, leading to a highly nonlinear dynamic problem. Ιn this paper a 3D dynamic analysis of multι-drum columns is presented using the finite element method, in order to evaluate the effect of the friction coefficient on their response. The motivation for this study originates from the need to understand the role of the friction coefficient in both i) simple multi-drum columns and ii) multi-drum columns with iron dowels between the drums as they were installed in ancient times. For that, the 3D dynamic response of multi-drum columns, which are parts of the colonnade system of the Gymnasium in the Αncient Messene in Greece, is studied by using the FE code MARC. Both types of columns are subjected to sinusoidal base excitations with different characteristics by assuming different values of the friction coefficient at the interfaces. From the study useful conclusions are derived concerning the role of the friction coefficient to the overall stability of the two types of columns.