The Colosseum-Engineering and Gladitorial Combat-
https://www.youtube.com/watch?v=x1bZuVdfP7I
Perhaps a better one on the actual engineering, National Geographic-Ancient Megastructures-The Colosseum
https://www.youtube.com/watch?v=dAnVA4_xhTk
Basically Hollywood gets it wrong, at least as far as the combats are concerned. In The Gladiator they seem to have gotten the engineering of the sub-regions right, however.
The Seven Wonders of Ancient Rome: The Pantheon, The Forum, The Circus Maximus, The Colosseum, The Aqueducts, The Roads, The Baths of Caracalla.
https://www.youtube.com/watch?v=G8wjVAUXvDQ
Roman Engineering-Aqueducts (I really liked this one)
https://www.youtube.com/watch?v=FN1v5FYkTLQ
The Roman Baths-NOVA reconstructs one, but doesn't do as good a job as the Romans did!
https://www.youtube.com/watch?v=FKBc3_fKHtA
That video, while good for the technical aspects, doesn't do the Roman baths justice.
This is a virtual tour of the Baths of Caracalla:
https://www.youtube.com/watch?v=ejxVEbOba2g
This is a particularly good virtual tour of a Roman house:
https://www.youtube.com/watch?v=gDiqKUzSeZM
A virtual tour of an Insula, an apartment building for lower class people:
https://www.youtube.com/watch?v=jIWQvdZdaAA
A Virtual Tour of the City of Rome from the Khan Academy, which does excellent work.
The professor does a particularly good job, imo, of describing why the Pantheon is such an awe inspiring building...my favorite building in the world, and one I go to every time I am in Rome.
These may have been posted elsewhere but I couldn't find them through a search: