The Romans struggled to hold onto even a small part of Scotland.
Rome first invaded Britain in 55 BC and reached Scotland by 79 AD. The Gaels used Scotland’s mountainous terrain to their advantage, and together with the Romans’ own struggles with supplying their armies, held them off for decades. This eventually led Emperor Hadrian to build Hadrian’s Wall in 122 AD. Stretching coast to coast across the island, it fenced Roman Britain off from Scotland in the north.
That said, the Romans did continue with small attempts to expand into Scotland afterward. Emperor Antoninus Pius did succeed in conquering Southern Scotland, and like Hadrian, built his own wall, the Antonine Wall, in 142 AD to protect his conquests. The small portion of Scotland that the Romans conquered would also see the introduction of Christianity to Scotland.