The Romans were fairly aggressive in Northern Britain. The Brigantes were in a constant state of revolt and there is theory that Hadrian built the wall to stop them joining up with more northern tribes.
Agricola defeated a coalition of Caledonian tribes under the leadership of a chief called Calgacus at Mons Graupius. Tacitus has Calgacus making a famous speech before the battle and I am paraphrasing here "you make of us a desert and call it peace". Tacitus had a few political axes to grind in support of Agricola against the Roman establishment.
The Wall was one of the most heavily garrisoned frontiers in the Empire and for good reason. In 367 it was overrun in the 'The Great Conspiracy' and it took Count Theodosius, later Emperor, to put down the rebellion and restore power to the Empire. The Wall continued to be garrisioned, but with Alamanni, Saxons, and other Germannic tribes.
Later folklore has the successor Romano-British kingdoms forming from the descendents of the Walls garrisions with founding figures going by names such as Padernus 'Redcloak'. Old King Cole of the nursery ryhme is attested to this period and area under the name Coleius. His last great descendant could have being Urien of Rheged, who could be the basis for some of the King Arthur legends.
It is a fascinating place with a rich and varied history. Tim Clarkson is a very good historian who covers the history of the North in his books. Allastair Moffat has also written some good material, although he comes at it from an etymological and folkloric point.