Both "there is no any room" and "there are no rooms" are grammatically correct, but the latter is more commonly used.
"There are no rooms" implies that there are no available or vacant rooms.
"There is no any room" is less commonly used and can imply that there is no single room available, but it may also sound awkward to some native speakers. A better way to phrase it would be "There isn't a single room available" or "There are no rooms available".