Where on Earth is Carmen Sandiego? (1994) : 3x9

Zack and Ivy escape from the future and follow Carmen to Rome. There, the detectives are captured and are sentenced to fight each other in the Coliseum games. Luckily, they are spared from having to fight each other to the death. They escape, and discover Carmen's plan- she's going to steal the Coliseum! The detectives realize this is part of her plan to become ""the greatest thief of all time"" by stealing objects from the past, present, and future.