Lost Roman Legion

The Ancient Roman legions made up one of the most Badass Armies known to history. However, as powerful, disciplined, and successful as they were, they weren't invincible; on multiple occassions, they were defeated in battle, and sometimes an entire legion was destroyed in a single dramatic battle, or else simply disappeared while on campaign with none returning to tell what happened.

Of course, people are free to speculate on what happened to those legionaries who went missing in action. That is where this trope comes into play.

There are usually two distinct ways this trope plays out:

The story follows another Roman legion which has been sent to find out what happened to the lost legion and (if possible) recover its Eagle Standards. This one tends to appear more often in Historical Fiction.
The story follows the lost legion itself and / or its descendants (assuming it leaves any behind). While also somewhat common in Historical Fiction, the idea of a Roman legion displaced in space, time, or dimension has been used so often in Science Fiction and Fantasy as to be regarded as cliche. Does not always end happily.

Many stories that use this plot are inspired by any of three particular cases of actual "lost legions" in Roman history: Crassus' defeat at the Battle of Carrhae, the destruction of three legions in the Teutoberg Forest, or the mysterious case of the Ninth Legion.

Examples of Lost Roman Legion include:

Comic Books

The Sandman issue "Exiles" concerns people becoming trapped in "soft places" where the world is not quite real; one such group is a lost Legion having suffered this fate.
In another one of Neil Gaiman's works, Neverwhere, the character Door encounters a Roman legion in the London Underground in a pocket of misplaced time. She says she thinks it was the Nineteenth - the legion usually thought to have been lost in Britain is the Ninth.
Originally, the X-Men and New Mutants member Magma came from a lost Roman colony in the Amazon rain forest, but this was later retconned as a magical deception.

Film

The Last Legion, which combines the trope with the King Arthur mythos.
The remains of one are seen briefly in the second Mummy film, perhaps as a nod to Nero's expeditions into sub-Saharan Africa..
The Eagle, film adaptation of The Eagle of the Ninth. See Literature.

Literature

In Ranks of Bronze, the defeated and enslaved remnants of Crassus' legions are bought by an alien guild to fight wars against low-tech planets on their behalf due to a sort of twisted Prime Directive that requires them to use equivalent-tech weapons against undeveloped planets.
The Alerans from Codex Alera are descended from a lost Roman legion that fell into Another Dimension.
The Videssos Cycle features one of these as the driving force in the plot, as evidenced by the title of the first novel, The Misplaced Legion.
The Eagle of the Ninth deals with the aforementioned Ninth Legion.
Eagle of the East by L. S. Lawrence follows the legion from the Battle of Carrhae.
The fate of the Ninth Legion is a plot point in one of David Gemmell's Ghost King. This one also connects the lost legion with King Arthur.
From the prologue of Andre Norton's Star Rangers:

There is an old legend concerning a Roman Emperor, who, to show his power, singled out the Tribune of a loyal legion and commanded that he march his men across Asia to the end of the world. And so a thousand men vanished into the hinterland of the largest continent, to be swallowed up forever. On some unknown battlefield the last handful of survivors must have formed a square which was overwhelmed by a barbarian charge. And their eagle may have stood lonely and tarnished in a horsehide tent for a generation thereafter. But it may be guessed, by those who know of the pride of these men in their corps and tradition, that they did march east as long as one still remained on his feet.

- Norton later co-authored Empire of the Eagle, a fantasy involving enslaved men of Crassus' army who're displaced into another universe after being given to a Chinese emissary.
H. Warner Munn wrote a 1980 novel titled The Lost Legion, which he specifically said in the foreword was partly inspired by the Andre Norton prologue above. Caligula ordered the legion east, ostensibly to search for possible descendants of survivors from Crassus' legions. In the end, as Norton described, "the last handful of survivors" was overwhelmed by proto-Mongols. But men from a Chinese garrison rescued the eagle ... and gave it a place of honor in their temple with the eagles their ancestors had brought east -- so, in a sense, the legion did accomplish its assigned mission.
In a Known Space story in one of the Man-Kzin Wars books, it turns out a legion from Britain was kidnapped by the last free Jotok to serve as footsoldiers against the Kzin. By the time of the story (only a few generations for them due to Time Dilation), the free Jotok have died out, but the Romans are still holding out, and are conveniently rescued by modern humans just when said modern humans were themselves warring against the Kzin. They're promised a planet of their own once the war ends.
Frank Zhang is descended from Roman Legionaries who reached China and established themselves in a city called 'Li Jien'.

Tabletop RPG

In Hero Games' Lands of Mystery, one of the groups populating the world of Zorandar were descended from a Roman legion that accidentally marched through a gate from our Earth.

Web Original

In The Return the fate of a Lost Roman Legion is given as the reason Succubae speak a Latin derived language. Apparently the Legion tried to attack a group of Succubae and (the survivors) got Turned instead.

Real Life

Speculation exists that some of the Roman survivors of the disastrous Battle of Carrhae fled to China and later joined up with the Chinese as mercenaries. Rome and China not only traded with each other, the Chinese actually sent ambassadors to Rome and vice-versa. You can read more here.
- In 2017, Roman coins were found in an archaeological dig in Japan. While it's more likely they reached Japan via trade, there is still the chance...