Another wall (Antonine’s Wall) was built subsequently about 70 miles to the north of Hadrian’s wall. There was an interesting article on that in a recent Archaeology magazine, I forget which one, will look for it and post info if requested. Marcus Aurelius decided that the British enterprise was not worth maintaining and pulled the Romans out.
There are links above to topics about the Antonine Wall, as well. Hadrian's Wall served as a commercial barrier, not dissimilar to the Great Hedge in British India. Locating it there took advantage of the terrain, it also reduced the length of coastline that would have to be watched, important since the Celts were maritime pretty much all the time.