There are theories that Roman legionnaires captured at Carrhae may have ended up as mercenaries way out there, fighting for the Hsiung-Nu - there's a Chinese historical record about a siege when they had to fight against strange mercenaries who adopted a 'fish-scale' formation (testudo anyone?). I've also seen a painting (from a bit later admittedly) of a Roman ambassador to 7th century China.
*And now... I read the wikipedia article, which says what I just said. Oh well, redundancy for me then*
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