I've just been reading the latest Research News: Newsletter of the English Heritage Research Department Number 4, Summer 2006, pages 23-24. In it there was an interesting snippet about rare Roman Portable Ovens (Clibani). In particular, there was a photo of the fragments from the Chester Amphitheatre excavations, and the comment that the fragments were collected as ceramic building materials. So it's a possible thing that may be found in cbm samples, along with all that amphora ...
On searching on the web, I found that a similar photo of the Chester fragments is included in the Chester Amphitheatre Newletter issue 9, 12.08.06 It will download as a PDF and you will need Adobe Acrobat to read it. See pages 6-7 in the pdf. There's a helpful description of the sherds.
Failing that, get hold of a copy of the Research News, details as above. They are free; I can't remember exactly where from, but try emailing: firstname.lastname@example.org in the first instance. Most of the edition is given over to Chester's Amphitheatre Project, which is quite interesting in itself.
If you want to see a picture of a near-complete oven, there's a drawing of one in: W F Grimes, 1930. 'Holt, Denbighshire: The Works-Dept of the Twentieth Legion at Castle Lyons' Y Cymmrodor Vol XLI, 1930, page 212. Or you can see one in use in this online impression. It's on the right of the drawing, and an adult is putting something into it, or taking something out. The drawing was created from a clibanus found on the excavations at Prestatyn, Wales, which was a Roman baths and civilian settlement. The full reference to the drawing is: Blockley M, 1986. 'The Prestatyn excavation: education, presentation and video' IN Cracknell S & Corbishley M (eds), 1986. Presenting archaeology to young people, CBA Research Report 64, 17-23