Arles Amphitheater

This is one of the best preserved Roman amphitheaters anywhere. Its arches date back to the first century BC and in its heyday saw its fill of chariot races and battles. It's located right in the center of Arles an is still used regularly - including for local (non lethal) bull "fights". 

Roman Museum and theaters

Lyon was founded as the roman city of Lugdunum in 43 AD and was the Roman capital of Gaul. This well done museum is built on a hill overlooking Lyon (take the funicular to get up here) and includes two impressive roman theaters. 

Pula Arena

Pula's amphitheater is huge and one of the best-preserved in the world.