For example, 部屋にいました would be "was in your room", but is it possible to say just "in your room" without the verb? Something like 部屋に? Or 部屋で?
I assume you already understand the basic difference between に and で when there is a concrete verb.
So, in what context do you want to say "In one's room"? Is this an answer to a certain question, or is this a title or something?
If this is an answer to a certain question, there must be a conrete implied verb, and your particle must correspond to that verb.
"Where did you find my wallet?" "In the room."
"Where is he?" "In the room."
Note that you can also just say 「部屋。」 without any particle in both examples.
If there is no specific implied verb (e.g., if "In Your Room" is the title of a song), 部屋で and 部屋に both work fine. Still, there is a small difference in meaning. 部屋で sounds like something is going to happen in the room, because で is the particle to describe the location of an action. On the other hand, 部屋に focuses on the existence, and sounds like someone or something is there.
For example, there is a manga/movie titled この世界の片隅に, which is translated as In This Corner of the World. Since に is used, this title sounds like "I am here in this corner of the world!" or "This small life exists in this corner of the world" rather than "I'll do something here!"