While filming La Dolce Vita, Fellini converted these ancient thermal baths into a subterranean nightclub where Sylvia dances with Marcello. Later that evening, Marcello and Sylvia are wandering the streets of Rome, and come to the Trevi Fountain (read story about filming the Trevi Fountain scene here https://reveal.world/en/story/ciao-anita).

Before becoming a famous filming location, Baths of Caracalla were the city's second largest Roman public baths, or thermae. Today, the ruins of the Baths of Caracalla are open to the public for a fee, and are a great place to visit if you want to escape crowds. They also regularly host live music and theatrical events.

Sources: https://en.wikipedia.org/wiki/La_Dolce_Vita, https://theculturetrip.com/europe/italy/articles/exploring-fellinis-rome-a-city-guide-to-the-directors-favourite-film-locations/