Part 2 to the Roman Units in RTW

Auxilia
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Auxilia are highly disciplined and tough spearmen who provide support to Roman legionaries in battle. They are defensive infantry, expected to protect the flanks of the heavier legionaries from cavalry and similar threats; their training is at least as harsh as that of the legionaries and produces men with a similar level of discipline and hardiness. These troops need to keep up with other Roman forces, and so cannot be allowed to tire easily. They are recruited from among non-Romans within the Empire, and this is easy because Roman citizenship is far from being universal.
Historically, Roman commanders made sure that auxilia were always stationed far away from home so that there was no temptation to acts of rebellion. The changes introduced by Gaius Marius meant that professional auxiliaries were recruited to serve alongside the now-professional legionaries; a wholesale shake-up of the Roman military machine saw the whole army being put on a full time, service-for-life footing, with auxiliaries being rewarded with Roman citizenship at the end of their military careers.

Early Legionary Cohort
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Roman legionaries are tough, professional troops with good armour and superb weapons. Their hallmarks are discipline, obedience and tactical flexibility. When approaching enemy fortifications, for example, they can use the turtle formation, or testudo, overlapping their shields for protection.
Every legionary’s chainmail armour, the lorica hamata, is of very good quality, as is the rest of his gear: a metal helmet and a large curved shield. They fight with two throwing spears (the pilum, plural pila) and a short stabbing sword, the gladius. Each pilum has a soft iron shaft behind the piercing head that is designed to bend as soon as it hits a target, making it impossible to pull out and throw back. Embedded in a shield a pilum hampers an enemy. Embedded in a man, it usually kills. Once the pila have been thrown, legionaries close and continue fighting with the stabbing gladius.
Historically, these legionaries only came to be after the army reforms of Gaius Marius. He abandoned property and age requirements for the legions, and made the Roman army into a professional force. No longer would a man have to provide his own war gear; he would be paid, serve a term of 25 years and then retire with enough land to give him a pension for the remainder of his days.

Legionary Cohort
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Roman legionaries are tough, professional troops with good armour and superb weapons. Their hallmarks are discipline, obedience and tactical flexibility. When approaching enemy fortifications, for example, they can use the turtle formation, or testudo, overlapping their shields for protection.
Every legionary’s flexible banded armour, the lorica segmenta, is of very good quality, as is the rest of his gear: a metal helmet and a large curved shield. They fight with two throwing spears (the pilum, plural pila) and a short stabbing sword, the gladius. Each pilum has a soft iron shaft behind the piercing head that is designed to bend as soon as it hits a target, making it impossible to pull out and throw back. Embedded in a shield a pilum hampers an enemy. Embedded in a man, it usually kills. Once the pila have been thrown, legionaries close and continue fighting with the stabbing gladius.
The lorica segmenta armour was adopted because it was cheaper to make and offered more protection as the earlier chainmail.
Praetorian Cohort
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A Praetorian cohort is made up of elite Legionaries, recruited because of their superb soldiering skills and political loyalties. A general can rely on this unit. Praetorian training is, as might be expected, both demanding and incredibly thorough. These men are some of the best, toughest, most unflinching soldiers in Rome, and they know it!
Their equipment is much the same as other legionaries, but better made. Every praetorian wears banded armour, the lorica segmenta, a metal helmet and carries a large curved shield. They fight with two heavy throwing spears (the pilum, plural pila) and a short stabbing sword, the gladius. Each pilum has a soft iron shaft behind the piercing head that is designed to bend as soon as it hits a target, making it impossible to pull out and throw back. Once the pila have been thrown, praetorians close and continue fighting with the stabbing gladius. They can also use the testudo, or tortoise, to protect themselves from missiles.
Historically, the original praetorians were the 'bravest of the brave' chosen to guard the praetorium - the tent of the legate of the legion when in the field. These men came to act as bodyguards for all important generals, before being made into specific formations that were considered useful in politics as well as war. It was Augustus who established the Praetorian Guard as both a bodyguard and for useful intimidation in Rome. It was under the later Emperors that the Praetorians developed a taste for conspiracy and murder.

Urban Cohort
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An urban cohort is made up of elite legionaries, recruited because of their superb soldiering skills and loyalty. These are heavy infantry who, when not performing garrison duties in the vital cities of the empire, fight as heavy infantry - the men who do the real work in a Roman army!
Training for any man in an urban cohort is demanding and produces incredibly tough men. The results are the best, toughest, most unflinching soldiers in the Roman world, men who will stop at little to achieve their goals. The urban cohorts are equipped with the same gear as legionaries - it is the men inside the uniform that make them effective - and wear banded armour, the lorica segmenta, metal helmets and carry large shields. They fight with two pila (singular, pilum), throwing spears with soft iron shafts that are designed to bend as soon as they hit making them impossible to fling back. They also carry short stabbing swords for close work.
Historically, the urban cohorts were a police force for Rome established by Augustus, and were commanded to keep order. Although outnumbered, they were a counterbalance of sorts to the power of the Praetorian Guards within the city. Life in the urban cohorts was better than in the 'line' legions, as pay and service conditions were better. Other urban cohorts were established in the larger cities of the Empire in later years, and the prefect in charge of the cohorts often became an important political figure.