A little more unusually, it also includes museums not often part of these free events, like the Scuderie del Quirinale (currently with a Lorenzo Lotto exhibit); the MAXXI, with its great Michelangelo Pistoletto exhibit; and the Palazzo delle Esposizioni, with its show on European 19th- and 20th-century art including pieces by Corot, Monet, Renoir, Ernst, Klee, and Picasso.
All will be open, and free, from 8pm-2am, with last entrance at 1am.
Another bonus? The Palazzo dell Esposizione hosts two piano concerts by Michelangelo Carbonara, one at 9pm and one at 10:30pm, celebrating the same time period that’s also shown with the exhibit.
Celebrate your Saturday night a little differently: From August 21, take a guided evening tour of the Colosseum (until October 2) or Baths of Caracalla (until October 23).
The option is especially exciting for the Colosseum, since the tours will include the subterranean area underneath the arena — a section that has never been opened to the public before. Under the stars (and, okay, installed lighting system), explore where the gladiators and animals would have waited for their turn in the arena. Bummer! I realized on a second reading that the website was a little unclear in saying that the subterranean area would be included: Did this mean you'd actually go into the subterranean area or that it would just be talked about? I gave them a follow-up call and it turns out the area is (still!) not open, so it'll be discussed only.
But I stand by the fact that it'll be a different, and uncrowded, way to see the Colosseum.
Tours of both the Colosseum and Baths of Caracalla, led by archaeologists, will be offered in English and Italian from 9pm to midnight each Saturday. The Colosseum costs €15 (including entrance), or €12 reduced; the Baths cost €10, or €8 reduced. To book, call +39 0639967700. For more information (in Italian), click here.
Addendum: For more information on how exactly to book (and do do so in advance), see my response to Jessica's comment, below.
Update, 9/13: Tickets for Colosseum entrances at night are now completely full. However, some times for the Baths of Caracalla remain free. English guided tours are at 10pm only.