The principal place is the Basilica of Santa Croce in Gerusalemme, one of Rome's seven pilgrim churches, which was built to house the relics that tradition says St. Helena brought from Jerusalem. Its relics chapel keeps fragments venerated as the True Cross, a nail, relics of the Crown of Thorns, and the Titulus Crucis, the board bearing the inscription placed over Christ's head. Elsewhere in Rome pilgrims visit the Holy Stairs near St. John Lateran and the relic venerated as the crib of Jesus at St. Mary Major. These are objects of tradition, not of defined faith.
The Holy See's guide to the Seven Churches describes Santa Croce as built as a reliquary of the Passion and dates Helena's journey to about 325. The Church has not issued a formal judgment on the authenticity of the individual objects, and historians differ about them. None of this prevents veneration: the relics are honored as signs of the Passion they represent, and the prayer is directed to Christ crucified.
Access to the relics chapel follows the basilica's own opening arrangements; check them with the basilica before you go.