I think the Collosseum will deffinately be climbable as the devs have said we will be able to climb everything, as well as having climbing puzzles on certain structures, which i think will kind of be like the church in Acre in AC1. I also think the Vatican will be one of these puzzles as i mentioned after i discovered the Vatican's seal on the guards chest in this thread

http://forums.ubi.com/eve/foru...1069024/m/9571020567

I can hardly see you assassinating the pope and as the vatican is an independant country, infiltration would be nigh on impossible, and by the looks of the armour Ezio is wearing, it would be at later stages of the game, maybe being the ultimate puzzle