The earliest known megalithic construction site is 11 thousand years old:
http://en.wikipedia.org/wiki/G%C3%B6bekli_TepeThe problem is that there has been no continuous architectural tradition. Most of the advanced Roman building methods were completely lost around the 5th century (concrete was not rediscovered until the 18th century). The Egyptians around the time of Cleopatra had no idea about the construction techniques used to build the Great Pyramid of Giza (this is why the Greeks assumed the pyramids were built by slave laborers). This is not surprising considering that Cleopatra lived closer to the first moon landing than she did to the construction of that pyramid.