There had to be foundries to forge all that cool armor and swords. Lead was used to line the aquaducts.
Tanneries were foul places. Additionally there must have been plenty of kilns to fire for production of tiles for roofs, aquaducts, ect, not to mention art, urns and vases.
Finally, we know the Romans loved their bathhouses, they had to be heated also.
Of course, most likely the biggest culprit was the SUC, Sport Utility Chariot.