One of the important conclusions of my research is that the royal family controlled all the major temples in the Near East. To be in charge of the royal family was to dictate how temples operated, and in the case of Jerusalem, dictate that it would no longer continue to operate. Transfer of the assets was obviously not a completely orderly process and there would have been opportunity for some enterprising priests (or even royals) to squirrel away some of it, but I can't see significant treasures escaping recovery by the royal family indefinitely.
I also don't think Vespatian and Titus, as the new lords of the earth, were so desperate that they felt the need to melt down all the temple articles immediately. If they did so, it was probably more out of a desire to destroy the cult rather than cover expenses. The show (at least Part I) didn't mention the building of the new temple of the Jews in Rome dedicated to Jupiter. Surely some of the religious items from Jerusalem were placed in it. From there, who knows. It wouldn't surprise me if the Vatican was in possession of certain things from Jerusalem. After all, the Catholic Church was associated with the royal family for most of its existence.
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