THE Roman soldier steps out of the bathhouse's recreation room, a few denarii better off after successfully betting on the outcome of some board games.

Heading back to the nearby fort in the settlement that we now know as Cramond, he shivers and pulls his cloak tighter around him. This life is hard and the winter weather certainly doesn't help, it's not what he's used to.

The soldier was here in Edinburgh during the Roman's second and longest attempt to conquer Scotland, in the middle of the 2nd century AD.

During that spell they stayed for around 20 years before retreating once more behind the safety of Hadrian's Wall.

Yet despite Rome's distinctly light touch in Scotland - they were here for less than 50 years in total over three invasions, compared to almost 400 years of occupation in England - the Empire left a lasting impression on the Lothians: physically, in terms of remains, particularly at the two most important settlements, Cramond and Inveresk; but also, some historians believe, a more intangible legacy - the foundations of the Scottish state.

And, of course, the Roman Empire has also cast a lasting spell over our imaginations, not least thanks to an array of sword -and-sandal blockbusters over the decades, from Ben-Hur through to Gladiator.

Their latest screen outing comes next month, courtesy of the BBC, with an epic star-studded drama series charting the rise of the Roman Empire. It stars former Edinburgh University student Kevin McKidd.

Ron Greer, pictured right, secretary of The Antonine Guard Roman Historical Society - which stages recreations as the VI Legion, one of three legions which built the Antonine Wall - puts our continuing fascination down to the fact that modern society has more in common with the Romans than our Iron Age or medieval ancestors.

"There are so many parallels with our own world; they had politics, engineering, science, a civil administration and a legal system," he says. "But, of course, there was all this horror and hypocrisy under the surface."

Rome, after all, was built on constant warfare, entertained by blood-fests like the gladiator contests, bolstered by slavery and often run by egotistical tyrants.

The Romans first arrived, albeit briefly, under Julius Caesar in 55BC, but it wasn't until AD 43 that serious attempts to conquer Britain were made. And it was AD 79 before the Roman governor Agricola advanced into Scotland.

Stephen Carter, a director of Headland Archaeology in Leith, explains: "The Roman Army was in Scotland essentially for three main periods. In the first century AD they were only here for a few years before withdrawing. They came back again in the second century, in about AD 138.

"They stayed until about AD160. Then in AD 208, there was a punitive military campaign, when they temporarily established themselves and campaigned for a few seasons, then withdrew again, probably by 212AD."

So why were they here at all? "The Roman Empire was very much about conquest," says Bill Hanson, professor of archaeology at Glasgow University. Every emperor wanted to acquire new lands to win glories at least equal to their predecessors.

On their first excursion - when they famously beat the Caledonii tribe at the battle of Mons Graupius - their base in Lothian was at Eskbank. But it was on their second and longest foray into Scotland when the two most important Roman bases in the Lothians were built - at Inveresk and Cramond.

This was the period when the 37-mile Antonine Wall, ending at Carriden, near Bo'ness, was built. The 15 foot-wide turf barrier was a major investment, proving the Romans were determined to settle here.

Professor Hanson adds: "What the Romans did was to conquer an area, then try to 'Romanise' the indigenous population. It was very much a hearts and minds thing.

"There were battles when the Romans attempted to conquer on three occasions but there wasn't constant fighting, there were extensive periods of peace."

As the Romans were serious about staying in Scotland, they would have certainly attempted to broker peace with the native tribe, the Votadini, while they created their Cramond fort.

This fort was occupied during the last two incursions, and would have housed up to 1000 men. The presence of the Romans there has been known about since at least the 17th century, but more finds are constantly being unearthed - not least the Cramond Lioness, found in the river in 1997.

Val Dean, of the Cramond Heritage Trust and the Edinburgh Archaeological Field Society, paints a picture of a thriving, cosmopolitan small community.

"We had people from Gaul - what we now call France or Belgium - and Germany, and there have been altars found referring to a group of Hungarians. There has been pottery found in a North African style but made out of local clay, which could mean there were North Africans here.

"We know there would have been a lot of craftsmen here and in later periods they would have been allowed women and children with them."

A child's shoe and a woman's ring have been found at the site. In the last two years, excavations have also revealed that an annex to the east of the fort was much bigger than originally thought, pointing to a civilian settlement.

A second such settlement had also grown up around the Inveresk fort, now under St Michael's Church's graveyard.

"One of the fascinating things about this site is the village, or victus, outside the fort," says Dr Alan Leslie, of the Glasgow University Archaeology Research Department, who led excavations on the site between 1991 and 2001.

"They are known in England and other parts of the Roman Empire. Scotland was a bit more like the Wild West and we don't have anything like the same number of settlements, so Inveresk is quite unusual."

The village would have housed wives, children, traders and hangers-on, both international and local. "We should probably think about these places as melting pots," says Dr Leslie.

More evidence that the Romans and the locals mixed comes from a native site, Traprain Law, near Haddington, where Roman artifacts, including silver, have been uncovered.

"More Roman material has been found on that site than any other site in Scotland, " says Prof Hanson.

The material could have been stolen, of course, but it's more likely it was either traded for hunting dogs or precious metals, or given as payments or bribes to keep local leaders quiet, a regular Roman practice.

But even during peaceful times, the north of Britain wasn't a favourite posting. "The Romans did not like our climate," chuckles Ron. "They called it 'the island of arthritis'."

Was it the climate that forced them to leave? Most historians believe the Romans were forced to withdraw because the manpower was needed elsewhere in the Empire.

But, as he knows himself from wearing Roman armour, Ron believes the landscape would have worn the soldiers down. "It doesn't matter how fit and strong you are - in armour, when you are in a bog, you sink further in than the man without any armour.

"It's difficult to get into formation and it's very, very draining."

The Romans were here for too short a period to change Scottish lifestyles. But apart from the physical traces, Roman influences remain - including indirectly, Christianity and our legal system.

And there may also be one other important legacy from their stays here.

As Prof Hanson says: "One possibly change that we can't prove is that the presence of the Romans helped to make the tribal groupings in Scotland a more consolidated whole."

Stephen adds: "The suggestion is that the Romans may have caused or precipitated the cause of the political development of Scotland."

For of course, once the Romans withdrew, the natives left behind were faced with a powerful military force just on their border.

"That's when we see the emergence of larger political units, leading to the emergence of the Pictish kingdom," adds Stephen. "That ultimately leads to the emergence of Scotland as a country. It is possible that without the Romans that wouldn't have happened or wouldn't have happened as quickly."

So it seems they certainly did something for us after all.

The Antonine Guard will be giving demonstrations and interactive displays at the Museum of Scotland this Sunday. The group is also looking for new members, both male and female. For more information on the group, log on to their website at www.theantonineguard.org.uk.