Limes Germanicus. Limes Tripolitanus.
Wow. Learned something new today. So the Romans on at least 3 locations built major defensive lines on borders with nations they failed to conquer completely. We normally do not hear about Roman failures during their glory days. From what I gather, the Romans were never supposed to venture out of their Germanic forts during the night. One legion that did was completely lost.
Also in Dacia, and in Syria, the latter being more along the limes, oops, lines of the Tripolitanus. The German Limes are the longest known, some 550 km, and for the most part built to fill the gap between the Rhine and Danube. The frontier from the North Sea to the Black Sea consumed a good portion of the Roman army (seven regular legions, more during campaigns, and at least that many auxiliaries), and was maintained for centuries. And of the five major naval bases, two were located on the Rhine-Danube frontier.
http://www.jstor.org/pss/1787358