The Circus Maximus was a building in Rome. After mistakenly landing in Pompeii in 79 instead of Rome, the Tenth Doctor was confused by the lack of this building, as well as the Colosseum and the Pantheon. (TV: The Fires of Pompeii)
Marcipor, a slave who would become the Fifth Doctor's companion, competed at the Circus Maximus. He later remarked that this had been easier than juggling with a travelling carnival. (AUDIO: Feast of Fear)
In an alternate Rome, aliens competed against each other at the Circus Maximus in chariot races. Magog and General Ironicus watched them from the Imperial Box. (COMIC: Doctor Who and the Iron Legion)