In Rome I can think of one church (San Clemente Basilica) that was built on top of a pagan temple, which then had another church built on top of it, which then had the current church built on top of it. You can in fact tour all levels of it. Much of ancient Rome lies at a lower level than the current city, so those buildings are now basements or buried. In many cases that is what happened, not wholesale knocking down of the old buildings.