Edward Lear, ‘Baths of Titus’. Pencil, pen and ink. Inscribed and dated, Feb. 4 (18)40. 3.5×5 inches.

These should be the Roman Baths of Titus. Lear mentions what I think are different Baths of Titus near Civita Ducale, which he visited on 24 September 1844, in Volume 1 of Illustrated Excursions in Italy.

From Wikipedia:

One of the features of the baths was mural designs by the artist Famulus (or Fabullus), both al fresco and al stucco. Before the designs fell into disrepair from exposure to the elements, Nicholas Ponce copied and reproduced them as engravings in his volume “Description des bains de Titus” (Paris, 1786). The designs are now recognized as a source of the style known as “grotesque” (meaning “like a small cave, a hollow, a grotto”) because the ruins of the Baths of Titus were in a hollow in the ground when they were discovered

Ponce’s book, with the images the guide is clearly pointing to is available here.