What about this?
DECLARE @dummy TABLE(A INT,B VARCHAR(100));
INSERT INTO @dummy VALUES
(1,'AMC I XYZAQS')
,(2,'ABC IV 2 XYZQWS')
,(3,'ANR XVI ANCVP')
,(4,'SWD POL 2#');
WITH Casted AS
(
SELECT A
,B
,CAST('<x>' + REPLACE((SELECT B AS [*] FOR XML PATH('')),' ','</x><x>') + '</x>' AS XML) InParts
FROM @dummy
)
,Splitted AS
(
SELECT A
,B
,x.value('.','nvarchar(max)') AS part
FROM Casted
OUTER APPLY InParts.nodes('x') AS Parts(x)
)
SELECT * FROM Splitted
WHERE UPPER(part) NOT LIKE '%[0-9ABEFGHJKNOPQRSTUWYZ]%'
The result
A B part
1 AMC I XYZAQS I
2 ABC IV 2 XYZQWS IV
3 ANR XVI ANCVP XVI
This will not check any rules of roman numerals. It only checks for the existance of special characters