As Ryleigh said, there are a handful in Roanoke and the surrounding areas. The region -- as well as 85% of the state -- is part of the Richmond Diocese, and the diocesean Web site has a list of all the churches in that area.
http://www.richmonddiocese.org/parishes/city.asp
Scoll through the list, and it'll show you the three in Roanoke, including the landmark church that was already mentioned, as well as one in nearby Salem. Some of the little burgs 30 to 45 minutes outside of town also have Catholic churches.