Here is a reference:
Biblical Archaeology Review 30, no. 4 (2005)
The Temple Menorah—Where Is It?
By Steven Fine
Reporting on his 1996 meeting with Pope John Paul II (1978–2005),
Israel’s Minister of Religious Affairs Shimon Shetreet reported, according
to the Jerusalem Post, that “he had asked for Vatican cooperation in
locating the gold menorah from the Second Temple that was brought to
Rome by Titus in 70 C.E.” Shetreet claimed that recent research at the
University of Florence indicated the Menorah might be among the hidden
treasures in the Vatican’s storerooms. “I don’t say it’s there for sure,” he
said, “but I asked the Pope to help in the search as a goodwill gesture in
recognition of the improved relations between Catholics and Jews.” 1
Witnesses to this conversation “tell that a tense silence hovered over the
room after Shetreet’s request was heard.” 2 I
I doubt the RC Church has it -but they many not even know if they do