The most famous is surely the Circus Maximus together with the one built by the emperor Caligula in the area of the Vatican.
As we know well, Caligula circus, finished by the emperor Claudius, was the site of the execution of the early Christians including saint Peter, the first apostle, ordered by emperor Nero in 65AD.

The following emperor Vespasian, to distinguish himself from Nero, changed the circus into a public garden.
The famous obelisk nowadays in the middle of saint Peter square, was the one Caligula brought from Egypt with a special boat to be placed in the middle of the ‘spina’, the centre of the racetrack.
Its present location is the result of the determination of the pope Sixtus V and the capacity of his architect Domenico Fontana to move it from the side of the church, were it stood since the ancient times, to the middle of Saint Peter square.