In Rome there were seven barracks (castra) of the seven cohorts. There were also fourteen secondary barracks (watch-houses), called excubitoria. The location of four of the major barracks is known, through inscriptions and sometimes the discovery of the remains.
The best descriptions are found in R. Lanciani, "Ancient Rome in the Light of Recent Discoveries", 1898, chapter 8. The full text, with more details, can be found at Bill Thayer's LacusCurtius website. Below are some citations.
To the north of Piazza dei SS. Apostoli, in region VI, were the barracks of cohors I.
Lanciani informs us, that a report from 1644 mentions "huge halls, ornamented with columns, pedestals, statues, marble incrustations, and mosaic pavements; waiting-rooms and offices, having marble seats around the walls, which were covered with finely designed frescoes; statues raised to gods and emperors in the vestibule and in the atrium of the barracks, that represented the Genius cohortis primae vigilum, Caracalla, Gordianus Pius, Furia Sabinia Tranquillina (his empress), Constantine, Constans, Valentinian, and Gratianus".
To the south of Piazza Vittorio Emanuele, in region V, were the barracks of cohors II.
Lanciani: "Affixed to the walls of the edifice were inscriptions commemorating the dedication of a tetrastyle temple in honor of Jupiter Dolichenus, and of a Nymphaeum, by Claudius Catulus, prefect of the Vigiles in the year 191, together with some of the officers of the second battalion".
To the north of S. Saba, in region XII, were the barracks of cohors IV.
Lanciani: "Revealed, as early as the beginning of the fifteenth century, by the discovery of a pedestal dedicated in the year 205 to the emperor Caracalla."
To the west of S. Stefano Rotondo, below the Villa Celimontana, in region II, were the barracks of cohors V.
A few remains were found in the sixteenth century, in 1820, in 1931 and 1958. It is a Trajanic building, with rooms arranged around a courtyard. Lanciani: "An inscription was found in that part of the villa which overlooks the church of S. Stefano Rotondo, describing how a shrine, dedicated A.D. 111 to the Genius of the fifth battalion, had been restored forty-five years later, in 156. Another inscription, discovered in the same place in 1735, speaks of another aediculum dedicated to the same Genius in the year 113."
The precise location of the remaining barracks (in regions VI, VIII and XIV, of cohortes III, VI, and VII) is uncertain. One may have been near the Baths of Diocletian.