The Colosseum was a massive theatre located in Rome, originally built by the Roman Empire. Its construction began in 70. (MA: State of Change)
It remained long after the fall of the Empire, though by the 21st century it was partially ruined. In 2006, when the Sycorax used their blood control technique on Earth, people with A-positive blood stood on top of the Colosseum, ready to jump to their deaths. This plot was stopped by the newly-regenerated Tenth Doctor. (DW: The Christmas Invasion)
On another occasion, this time in the 1st century, the Tenth Doctor believed he had landed in Rome, but the absence the Colosseum, along with other famous landmarks from Rome, suggested to him that he had not. In fact, he had arrived in Pompeii on 24 August 79. (DW: The Fires of Pompeii)
