In the Doctor Who episode "The Eaters of Light," the Twelfth Doctor and his companions, Bill and Nardole, go back to second-century Scotland to settle a dispute they're having over what actually happened to the Roman Ninth Legion (the Legio IX Hispania), which was deployed in the British Isles during the first century but rather suddenly disappears from the records in around 120 C.E.
Being Doctor Who, of course there are aliens involved -- a mysterious and powerful creature that feeds off of light, and which the native Picts knew how to control, but the attacks by the Romans (specifically the Ninth Legion) disrupted their ability to manage the portal behind which it was trapped, and it was in danger of getting loose and wreaking havoc. In the end, the Doctor convinces the Picts and the Romans to set aside their hostilities and work together to deal with the bigger danger, and the Pictish leader, along with some of her warriors, and the entire legion choose to sacrifice their lives to contain the creature behind the door (which lies amongst a very atmospheric ring of standing stones out on the windswept heather), thus saving the world and also explaining why the Ninth Legion suddenly vanished.
But again, we run up against the fact that although there are records of both of those battles, the Ninth Legion is never mentioned. If they fought -- and possibly were destroyed -- in either of those conflicts, why did no one ever say so?
Most historians still subscribe to the idea that the Ninth was wiped out in Scotland, despite it leaving considerable questions about how it happened and why no one documented it. British archaeologist Miles Russell, in his book The Celtic Kings of Roman Britain, says, "by far the most plausible answer to the question 'what happened to the Ninth' is that they fought and died in Britain, disappearing in the late 110s or early 120s when the province was in disarray."
Of course, a historical mystery like this leaves fertile ground for fiction writers to invent their own solutions, and the episode of Doctor Who is far from the only fanciful solution that has been proposed. A good many of them involve time slips and transportation to an alternate reality, but none is as out there as the fate proposed in a Doc Savage novel wherein the Ninth is transported through an interdimensional gateway and ultimately end up in the African Congo, where their descendants survive until the 1930s.
And people say the plots of Doctor Who are ridiculous.
In any case, from a factual perspective what we're left with is a great big question mark. An entire legion of Roman soldiers suddenly stops showing up in the records, and no one is really sure why. The frustrating thing is that given the unlikeliness of finding any documents from that time that we don't already know about, it's doubtful we'll ever know for certain -- a highly unsatisfactory answer to our natural human curiosity.
Me, I'm voting for the light-eating alien having something to do with it.
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