About the location (from Wiki):
The Verona Arena (Arena di Verona) is a Roman amphitheatre in Verona, Italy, which is internationally famous for the large-scale opera performances given there. It is one of the best preserved ancient structures of its kind. The building itself was built in AD 30 on a site which was then beyond the city walls. The ludi (shows and games) staged there were so famous that spectators came from many other places, often far away, to witness them. The amphitheatre could host more than 30,000 spectators in ancient times. The opera productions in the Verona Arena had not used any microphones or loudspeakers until an electronic sound reinforcement system system was installed in 2011. In recent times, the arena has also hosted concerts of popular artists. In 2010 it hosted the podium and presentation of the Giro d’Italia with thousands packing the arena to watch the prizes being handed out.

Movies shot at this location:
Chirunavve Visirave song from Prema Kavali
Opening scene from Rockstar