Vatican City

Vatican City, or simply the Vatican, was located in Rome, in Italy. It was the capital of the Catholic Church. (TV: Extremis)

In 2009, the "Holy See of Vatican City" was among the nations which agreed to let John Frobisher speak on their behalf to the 456. (TV: Children of Earth: Day Three)

In an alternate timeline caused by the time field, the Pandorica, which was guarded by the Lone Centurion, was donated to the Vatican in 1231. (TV: The Big Bang)

There was a floating Vatican City in Europa in the 33rd century. (PROSE: Managra)

Shadow World
In the Shadow World, a virtual reality designed by the Monks to be a perfect copy of the Doctor's universe, simulacra of the Twelfth Doctor, Bill Potts and Nardole were invited to the Vatican by the Pope to read the Veritas. (TV: Extremis)