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
That was because the northmen kicked the Romans buts when they ventured up north. Very simple actually. Northerners were bigger and stronger then the runt Romans from the south.