The Colosseum was a massive theatre located in Rome, originally built by the Roman Empire. Its construction began in 70. (PROSE: State of Change)
In 120, the Colosseum was known as the Flavian Amphitheatre. That year, the Tenth Doctor faced a lion, a tiger and a bear in the amphitheatre. (PROSE: The Stone Rose)
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. (TV: 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 23 August 79. (TV: The Fires of Pompeii)
Monty Punnions stole the Colosseum and made a replica of it on Phwillite, where Professor Rulas used the landmark as a giant arena where his super computer the Colossus selected players in an effort to find the strongest and bravest fighters in existence. Those selected were placed in the arena, the last man down being named champion of the universe. The Colosseum was abandoned when Rulas was tricked into becoming a competitor and shut down the Colossus in order to survive. (COMIC: Colossus of the Colosseum)
The Sixth Doctor compared the Celestial Toymaker's games to the games played in the Colosseum, stating that he didn't like either version. (PROSE: The Nightmare Fair/AUDIO: The Nightmare Fair)