After seeing Paris A-Z, I started drafting a Rome A-Z but you anticipated me... for some letters we had the same ideas, for others I believe you were less creative than Paris ;-)
or yoke or yoghurt... I couldnt think of ány words in English starting with a y... (other than those and maybe "you" but that wouldnt have been a logical answer anyway)
Nice, fun to type my name as one of the answers and seeing that my nose is typical :D I think a few answers are too Ancient Rome based instead of Rome as an actualy city. I will try to think of a few suggestions.
Gianni, Ivo, Ivano, Zeno, Zan and similar ones are (local) variants of the name, but commonly around the whole country you find "Giovanni".
F: Fiumicino Airport as an answer
I: change the clue so it refers to Caesar's killing which is more 'Rome' based?
L: Lazio (the Region Rome belongs to or one of the two local teams in Serie A?)
S: could also mentioned the modern one (eg modern one is in Palazzo Madama)
X: not sure how but maybe the MAXXI museum can be used so XXI is the answer? Maxxi being Museo nazionale delle arti del XXI secolo)
Y: Young - ___ English Poet, largest words written on Keats' tomb in the Non-Catholic Cemetery
Z: Zoo - there is one in part of Villa Borghese
If it's a quiz on the city, then scambigol's suggestions make much more sense than the generic classical history questions sparkled here and there.