Fiddling while Rome burns
When in Rome, do as the Romans do
Rome wasn't built in a day
All roads lead to Rome
Going over to Rome (converting to Catholicism - British saying)
See Rome and die (No such saying)
The actual Italian proverb is "See Naples (Napoli) and die." The idea is that Naples has everything, and when you've visited it you have really lived life to the full; there is nothing more to experience. The saying dates from when Naples was more of a national and cultural centre in Italy than it is now. (For instance, it is close to the ancient and now-extinct city of Pompeii.) Today if we think of the "ultimate place" to visit in Italy, we might well think of Rome, as people would have done 2000 years ago; this is one reason why the saying is often misquoted as "See Rome and die."
Along with this the number of other Rome sayings can lead people to think this would be another.