Roman spectacle was not confined to Rome itself; towns had their own spectacles – venationes (beast hunts); gladiatorial shows; theatrical shows, chariot racing; religious festivals…and so on.
A Google map showing the amphitheatres of the Roman world; this site is not one I have fully explored, but it has an excellent list of the amphitheatres with shots from Google World. The Magerius mosaic, created to commemorate a venatio (beast hunt) tries to recreate not just the actual event, but the enthusiastic cries of the crowd. The Zliten mosaic from a town in Tripolitana (Northern Libya) shows gladiatorial combat, damnatio ad bestias, and a venatio. A few short readings on emperors and provincial spectacle can be found here (the readings also include an account of the public self-immolation of a philosopher at the Olympic games).
The exterior of the El Jem amphitheatre in Tunisia; built in the 3rd century CE, it could seat c. 35,000 spectators – making it the largest in North Africa.
Some philosophers, however, were horrified at the enthusiasm some Greeks had for gladiatorial spectacles. The philosopher and holy man Apollonius of Tyana (1st century CE) attacked the Athenians for their fondness for gladiatorial munera and their use of the Theatre of Dionysus for such shows:
22. He also corrected the following abuse at Athens. The Athenians ran in crowds to the theatre beneath the Acropolis to witness humans killed, and the passion for such gladiatorial sports was stronger there than it is in Corinth today, for they would buy for large sums adulterers, fornicators, burglars, robbers, and kidnappers and similar rabble, and then they took them and armed them and set them to fight with one another. Apollonius then attacked these practices, and when the Athenians invited him to attend their assembly, he refused to enter a place so impure and reeking with gore.
And this he said in a letter to them; he said that he was surprised that “the goddess Athena had not already fled from Acropolis, when you shed such blood before her eyes. For I suspect that soon, when you are conducting the pan-Atheniac procession, you will no longer be content with bulls, but will be sacrificing hecatombs of men to the goddess. And you, Dionysus, do you attend their theatre after such bloodshed? And do the wise among the Athenians pour libations to you there? No! Depart, Dionysus! Holier and purer is your Cithaeron.”
Philostratus, The Life of Apollonius of Tyana
One important account of spectacles in North Africa is Apuleius’ Golden Ass, written in the second century CE: the hero, Lucius, is turned into a donkey in a magic experiment gone wrong and nearly becomes an unwitting participant in an execution which is to involve him first (in his donkey form) having sex with a woman condemned for poisoning. See here for a fuller discussion of spectacles in Apuleius’ novel.
The Pleiades Project, a community-built gazetteer and graph of ancient places, is useful for mapping and understanding the various places mentioned. An interesting discussion on this and other mapping sites can be found here.