Here you can find dot-to-dots/connect-the-dots that have Roman numerals. If you want one, just click on it to open it as a PDF file. After you do the dot-to-dot, you can color it.

calf dot-to-dot picture elephant dot-to-dot puzzle duckling dot-to-dot worksheet
Here's a dot-to-dot that starts at 1 and ends at 38 (in Roman Numerals of course). This dot-to-dot makes a very intelligent animal. You'll often have to make a few looooong lines! Here's another connect-the-dot, from 1 to 29 (when you connect the last dot to the first, pretend it is the thirtieth.)
roman numeral dolphin dot-to-dot roman numeral antelope dot-to-dot roman numeral zebra dot-to-dot  
This starts at one and ends at 55. Have fun! This dot-to-dot ends at 62. You can probably guess what it starts at: boring old one. Another connect-the-dot puzzle for your child to do: starting at one and ending at 25.