It seems as though the Coliseum from Final Fantasy XIII-2 is set to return in Lightning Returns: Final Fantasy XIII, although it might be in a different form.
When speaking to French website Final Fantasy Dream, Yoshinori Kitase said that the Coliseum would return in "some form" for Lightning's next adventure.
This could mean the Coliseum is part of another collection of downloadable content. Or, it could just be more integrated into the full gaming experience.
As soon as more information is revealed on this matter, we'll be sure to let you know. Until then, please take part in our Final Fantasy Union Survey!
Source: FFDream