Rome carried the Temple treasures in triumph, the Vandals took them to Carthage, and Procopius says Justinian sent them to Jerusalem because a Jew warned they brought down every palace that held them

Titus took Jerusalem in AD 70 and the Temple was destroyed. Josephus records that Vespasian put the golden vessels and instruments taken from the Temple in his new Temple of Peace in Rome. The Arch of Titus, built about 81, shows soldiers carrying the menorah in the triumph of 71. In 455 the Vandals under Gaiseric sacked Rome. Procopius says the treasures they took from the palace included the treasures of the Jews that Titus had brought to Rome. In 534 Belisarius brought the Vandal hoard and the captive Vandal king Gelimer to Constantinople. Gelimer, paraded in the hippodrome, kept repeating "Vanity of vanities, all is vanity." Procopius writes that a Jew told a man close to the emperor that the treasures could not be kept in Constantinople's palace. They belonged where Solomon had put them, he said, and because of them Gaiseric had taken the palace of the Romans and Belisarius the palace of the Vandals. Justinian became afraid and sent everything to the Christian sanctuaries in Jerusalem. Biblical Archaeology Review calls this a tradition. Steven Fine of Yeshiva University says no one knows where the menorah went and suggests the Vandals melted the gold for coin. The story that the Vatican holds it was debunked in 2004.