You would think so. Who knows what all is buried in the Vatican Library, for instance?
The great library at Alexandria burned before Christ so would have been no help, but who knows what records it held of the Lost Tribes of Israel. Over 400,000 documents were lost. Here is one account:
It is often said that the Romans were civilised [ED: Especially BY the Romans, who wrote the history. The Christians were not asked for their opinion.] but their most famous general was responsible for the greatest act of vandalism during antiquity. Julius Caesar was attacking Alexandria in pursuit of his archrival Pompey when he found himself about to be cut off by the Egyptian fleet. Realising that this would leave him in a desperate predicament, he took decisive action and sent fire ships into the harbour. His plan was a success and the enemy fleet was quickly aflame. But the fire did not stop these and jumped onto the dockside which was laden with flammable materials ready for export. Next it spread in land and before anyone could stop it, the Great Library itself was blazing brightly as 400,000 priceless scrolls were reduced to ashes. As for Caesar himself, did not think it important enough to mention in his memoirs. The accused was indeed in Alexandria in 47 - 48 BC after arriving in pursuit of his rival Pompey.
Maybe some records from Caesarea Maritima, built by Emperor Hadrian to impress Rome, will show something. This was the biggest baddest harbor on the coast, probably second only to Rome in the Med. at the time of Jesus. Joseph of Arimethia had to have a big presence here if he was as big a shipowner and carrier for the Roman Empire as believed.
As a member of the Sanhedrin he was probably President of the local Rotary Club, which would mean he knew everyone who was anyone. That may be how he had the clout to take possession of Jesus body and give him his private tomb.