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OK, hold on tight. This maybe a silly question, but why didn't Rome build more walls? By which I mean a something along the a lines of Hadrian's Wall.
As far as I know (most likely wrongly) there wasn't any wall along the Rhine or Danube, let alone in the east? Persian/Sasanian empires were the big threat to Rome, so why not a wall?

Was it down to money, men, unsuitable ground, or even the lack of bricks?

As always, over to you good people.:)
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