
When invaders conquered urbe practiced many holes in the walls and filled them with gunpowder in order to blow up the monument.
Futile effort, the foundation held and the Coliseum stood.
From there it spread the fame that the Coliseum was indestructible and this episode came from the fact that Roman "As long as the Colosseum exist, exist Rome when the Colosseum falls, Rome will fall, but when Rome falls, also the world will fall " .
This legend is based on a small anachronism, according to which the gunpowder had been used by the barbarians. (Although according to widespread opinion among modern scientists, the story would not be so absurd as the first to introduce the gunpowder was Genghis Khan, who revealed the secret to his men.)
And the holes? Actually derive from grappa that the Romans used in construction and which were removed and transported, as needed, from old to new buildings.
Source: Tales of Rome