"The Cenacle (from Latin cenaculum), also known as the "Upper Room", is the site of The Last Supper. The word is a derivative of the Latin word cena, which means dinner."
"The original building was a synagogue later probably used by Jewish Christians." -Wikipedia
Persoanally not sure how absolute the claim is that this is The "Upper Room", but found it interesting and would love to visit.
http://en.wikipedia.org/wiki/Cenacle
