Just how I play it, corrections welcome :)
Great song, great Australian band. 

Verse:
Bm              G
They come, they go
      Bm          G
They never do not go
        Bm          
They come, they see
        E               F#
They conquer then they leave

   Bm           G
With man-eating beliefs
Bm              G
Superior of death
        Bm
With lineage and myth
        E                  F#
And a half-heartedness at birth


Bm Em F# Bm D 

Verse:
I have the same old dream
About a tunnel by my bed
From where the stench of shit of minotaurs
Yawns like lewd and evil breath

But instinct and a map
Has set to work inside my head
Instead of shedding tears
I've learned to drink and piss instead

Chorus:
A
They come, they go
A
They never do not go
E               G
They come, they see
E                       G
They conquer then they leave
D
I am in Rome
         A
And i am going to the games
        Em      G
I see the gulf
        Em      
And it's going to
G
Bore my name into the

Verse:
Green green grass
The catwalks of the past
My head is like an oven
As i rest it in my palms

We were just standing on the beach
When a bull rose from the surf
I said "show him the back door my dear
He'll only paw the turf"

Bm  D Bm D F# 

Verse:
Three seasons came and went
Tracksuits found the dispossessed
My wife had other plans
And now a bastard surfs the web

There's nothing she can do
He does not talk, he does not move
He spends all day looking at porno
Or playing fucking Halo 2

Chorus:
A
They come, they go
A
They never do not go
E               G
They come, they see
E                       G
They conquer then they leave

D
I am in Rome
         A
And i am going to the games
        E               G
I am the last to find my seat
        E               G
I'm standing at the gate

D
Intermission comes
                A
Nerves are touched, and smokes are screened
E                       G
It's on a pack of cigarettes
                E               G
Along with all our faults and memes and it says
A     A   A
Veni Vidi Vici