For many reasons, tracking down artifacts has been an elusive endeavor:
Victims of crucifixion were criminals and therefore not formally buried, likely exposed or thrown into a river or trash heap. It is therefore difficult to identify their bodies, and their exposure to scavenging animals would have hastened the destruction of their bones. Crucifixion nails were believed to have magical or medical properties, so they were often taken from a crucifixion site or victim. Without the smoking gun of a nail in place, it becomes difficult to interpret whether skeletal remains show evidence of crucifixion or were otherwise subject to taphonomic processes, like scavenger activity.
(Photo: The only bioarchaeological example of crucifixion ever found: the remains of Yehohanan ben Hagkol, discovered in 1968 in Jerusalem.)