Hadrian's Wall by William Dietrich

A good adventure story, perhaps tending a little towards over-romantic (although I prefer authors to err in this direction than cynical misanthropy).

The story is framed by an investigation into some terrible event that occurred at a fort on Hadrian's wall in 367 AD. It's only gradually revealed what occurred, but we follow a patrician woman, sent from Rome to marry the new prefect as part of their two families' political alliances. She gets involved in some Celtic barbarian raids and rivalries and tension between the Roman officers.

This isn't really a time and place generally associated with stories about Rome, and I think that Dietrich enjoyed that aspect of the story. The legions (and indeed Romans) that he writes about here are very different from those we generally think of (e.g. in the time of Julius Caesar and Augustus).