Being that the story of Purim took place during a pause of the construction of Bayis Sheni, and construction was resumed by Cyrus (child of Esther and Achashverosh) it is understood that Purim was celebrated during the time of the second beis hamikdash.
Was it celebrated like it is today? Was there a "grand" megillah reading in the beis hamikdash? Were any korbanos brought in commemoration of Purim?