Wasn’t the walls on the border with Germania not really walls, but barriers that would force anybody coming across to be funneled to specific locations where large garrisons were located? I thought I read that somewhere that since Roma couldn’t cover the whole border they built this barriers, so they could allocate the Army’s resources better.
Augustus had cut the size of the regular legions in half, supplemented them with an equal number of auxiliary legions (aux units weren’t systematized before that, I don’t think), and tried to keep the borders as easily defended natural barriers, a practice which continued thereafter to one extent or another. The stationing was, usually, two or three legions in Britain (this was after late in Claudius’ reign), four along the Rhine, five along the Danube, the other 17 or 18 legions as needed throughout the rest of the Empire (plus the 29 aux legions, with the Praetorian Guard — also a legion — in Rome); Rome also established and maintained I think five major naval bases, including one near the mouth of the Danube, in the Black Sea.
Wow, that was longwinded.
Anyway, the legions guarding the frontiers did an exceptionally good job for centuries. When the Empire went through the Thirty Tyrants period, there were multiple candidates claiming to be emperor, but holding various different parts of the whole; Diocletian came along and straightened everything up, restoring unified rule, setting up a system for orderly succession — the Republic finally becoming a constitutional monarchy — and then retiring to a self-sufficient fortress manor in what is now Split, Croatia (the structure still stands, having been in continuous use all those centuries) to test his system of succession.
Further turmoil followed some years later, but eventually Constantine reunified the Empire.
Wow, who put a nickel in me?
The upshot is, the frontiers were well guarded, but with relatively few troops. The climate got colder (the Roman Cooling) and Central Asia’s peoples started moving west (as well as south and east), as they had in previous cooling episodes, and started to cross the frontiers and settle in what is now France, Romania, etc. During another civil war on the continent, Britain’s legions were withdrawn early in the 5th c AD, and never went back.