It depends.

Your gladiators select a single target for their attack (unless they use a special like "whirlwind").

The arena bosses, criminals and beasts in The Lost Cities hit ALL adjacent gladiators and champions.

The titans and their supporting troops in Rise of Rome, unlike TLC, select only a single target for their attacks, as determined by their AI. Do be aware, though, that some Titans can select multiple targets, but their rules-sheet will specifically state this.