well, of course there was Hadrian's Wall... ;^) Those Pesky Picts...
The Roman Army was recalled for more urgent things during Agricola's campaign, which devastated the Caledonians. The Scots remained Irish for a couple of hundred years after the Romans left, cowering in their kilts. :^) There were two walls, with the more northerly abandoned due to there being nothing much of value between there and the line of what became Hadrian's Wall.
The last big excursion north of Hadrian's wall was by Septimius Severus. It again left Caledonia chastised, but his dynasty was the last before the Crisis of the 3rd C. Late in the 3rd, Carausius, the pretender who controlled the Roman fleet in oceanic Gaul, moved his naval operations to Britain, basically making his position unassailable from Rome -- but he is sometimes given credit for building the forts of the Saxon Shore, which regardless of who built them were an attempt to stop the Germanic raids and invasions.