Thanks for the explanation, Aemilius Paulus.
Well,
discussing the ethnic make up of legionaries, going back to the original topic is WAY to broad a question, largely depending on the time-frame you one is discussing.
Serving in the legions was only open to those who held Roman citizenship. That means that up until the Social Wars (in the early 1st century B.C.) the legions (in theory) primarily consisted of those living around Rome and (perhaps) in Latium. The other units were still formally speaking allies, although they probably were indistinguishable from the legions proper in uniform, training and deployment. After the Social War the legions were (at least nominally) raised in Italy and thus in theory all legions had the same ethnic make-up as that of Italy.
As with much Roman policies, this would be theory. One problem has already been mentioned: non-Italians having been granted Roman citizenship. Most notably those serving in the auxilia that had fulfilled their obligations, and the local elite (who usually had been granted Roman citizenship upon conquest, to bind them to the Romans), or those who had alligned them with powerful Roman families. Also, IIRC some cities were granted Roman citizenship (the colonia) and thus their citizens received Roman citizenship as well.
Second is that army units (probably) recruited locally, and that it was not only the auxilia which did so. To my knowledge there is evidence for legislation ordering purges of the legions (those inelegible which served should be thrown out and punished). One of the solutions to the legal issues was granting citizenship upon enlistment to those who were not yet Roman citizens. Secondly, Gaul and the Balkans became favorite recruiting grounds for the army (up to the point where it became a topos), and it is unlikely that none of these recruits went to the legions. And of course in times of crisis all regulations were waived. Then even slaves could be admitted to service (and granted freedom and citizenship upon entry). So it is likely that if legions stayed in one region for a long time, that their compisition started to reflect that of the region it was stationed in. Even more so if some how the soldiers who had formed relationships with local women were able to get the marriage legalized, and citizenship rights also granted to their sons (who could have followed in their father's footsteps).
The auxilia were of course recruited among the non-Roman citizens, often their name reflecting the original recruiting ground. And, alledgedly, recruiting of locals into them (as either new units or replacements) started quickly upon arrival. One of the interpretations to one of the Vindolanda tablets (the one mentioning the Brittunculi (little Brittons)) is that it discussed the fighting qualities of the Brittons with the purpose of local recruiting in mind. It is dated within 2 decades (originally within a decade) of the arrival of the Romans on the site. So they probably reflected the the ethnic make-up of their local station quite quicky.
Probable exception to this are the "elite" or "guard" units. The soldiers in the former probably were continuously recruited in Italy. The latter were (at least until the early second century) primarily recruited among Germans of the Lower-Rhine (judging by the (horse-)guard grave stones found in Rome) and from then on from the Balkans, although riders from other regular units did filter through.
After the grant of universal citizenship by Caracalla the legions and the army could and did recruit everywhere (although the Balkans did remain a favorite recruiting ground). The auxilia probably were more and more a mix from people recruited from outside the empire, or barbarian prisoners pressed into service. Also, paradoxically, the auxilia had become more prestigious than the legions by that time.
For a small country, we have kicked some really good (naval) butt...
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