when i was there last year, the Vatican gave me a real hard time. sent my cameras thru 3 times and my film thru twice. then made me open the camera backs, even though there was film in there, they didnt care. so had to rewind it. then they wanted to keep the rewound film, but I said no. they were really pissed that I brought film in. took me almost an hour to get thru, but finally did. the security people were rude and condescending. Guess they had a bad day. digital camera people had no issues.
Other locations were not an issue. they scanned like the airport and I went right thru. they will not do any hand scans, so I shot 400 film pushed to 1250 for high speed to be safe. should have, and will next time, bring a digital for inside shooting
so, good luck