In a recent book about Roman York there is this statement:
There is no evidence for the domes or vaults made of concrete which can still be seen in Mediterranean lands ... (Roman York, P Ottaway, page 66)
But there is some evidence - in the form of tile. There is an armchair voussoir. It's a complicated thing, requiring another covering of flat tile. Unfortunately, I can't find a picture on the Web at present; looks like I might have to put one on myself. There are some examples in York: Yorkshire Museum, with a 9th Legion Hispana stamp, and one from the Blake St excavations. I've also come across the occasional fragment from York excavations where I though it might be piece of armchair voussoir (though in fragmentary form, it's difficult to identify them). But they are used to support vaulted roofs. There are also vaulting tubes, found on the Swinegate Excavations in the 1990. These small, coil built/wheel-finished tubes with nozzles at one end, and open at the other, slotted into one another to form the ribs of perhaps a barrel vault or dome. The whole would have been covered over by concrete.
Even then it's not certain they were used like this as there's no Roman vaulted roof extant, but it's certainly a possibility.