Rory Stewart, with his personal experience of foreign military adventures, writes an insightful post about the Roman occupation of Britain, after visiting Hadrian’s Wall:

But for me the walk along the wall was an unsettling revelation. It is easy in Cumbria to feel a connection to our Norse and Anglo-Saxon past: we can worship in a Saxon church in Morland; my cottage follows a Viking floor-plan; our dialect can be understood by a Dane; Norse words like fell and beck are part of our modern vocabulary; and there is, I imagine, Scandinavian blood in all of us. But, the wall is the most dramatic reminder of our Celtic-roman history. And it suggests things far more alien, extravagant and brutal than I had ever imagined.
I have heard historians describe the wall – as ‘a permeable trading post’ – and emphasize how much melding there was between the British and Roman populations. But at Wallsend, the excavations have revealed a line of fortification, hundreds of yards wide – a ten foot turf wall, followed by a twelve foot ditch, followed by a berm set with spikes and thorns, then a fifteen foot stone wall, then another ten foot mound, another fifteen foot vallum ditch and a ten foot mound. These fortifications run almost unbroken for eighty miles and they do not suggest to me gentle inter-cultural communication.
I once lived in a fortified camp in Al Amara in provincial Iraq, with five hundred British soldiers, surrounded by a line of giant sand-bags. The nearest neighbouring camp was in Basra, sixty miles away. But in the Roman wall, there was a manned tower every three hundred yards, a castle every mile, a fort – with a garrison the size of ours in Al Amara – every seven miles, and an additional line of large forts, two miles South (as at Vindolanda and Corbridge), and other smaller outposts, just North (as at Bewcastle). These were auxiliary positions. There were also three full legions in Britain – more than in any other comparable province of the Roman Empire. And the Romans held these positions not like us in Amara, for three years, but for three hundred years.
There are some British details but overwhelmingly the inscriptions, the clothes, the buildings, even the shoes, found along the wall, are relentlessly Roman. In the North-West, the British continued to live a life in round-houses, similar to those that existed long before the Roman arrival. A Libyan could become an Emperor but very few ethnic Britons were given jobs in the Roman Empire. Even the auxiliaries may not have been as integrated into British life as we imagine. The Syrian archers beyond Housesteads worshipped a Syrian God; the Batavians in Vindolanda were like Gurkhas – a separate ethnic military elite – and they have left notes, referring contemptuously to the ‘britunculli’ – the pathetic little Britons.
Why did Rome maintain this cripplingly expensive occupation? The smaller walls on the German, Saharan and Iraqi frontiers protected Rome from millions of people in Africa, Europe and Asia. But in this case, there was only a sparsely populated Scotland beyond. Britain never posed a serious threat to the Roman empire; and it never brought in enough revenue to justify the expense of holding it. 
. . .
If Britain had really had the comfortable relationship with Rome which some imagine, more would have survived (as it did in France for example).  But when the legions left in 410 AD, almost four hundred years of Roman civilization collapsed overnight. Within a decade, from Cumbria to Kent, there was no coinage, the potteries and aqueducts had stopped, the villas had been abandoned, writing had largely been forgotten. And for us no trace remained except for some ditches to inconvenience the plough, and this great symbol of the brutality, the stubbornness and pride of Empire, reduced to a stone quarry, eighty miles long, which could be robbed, for fifteen hundred years, for house, and barn, and dry-stone wall.”