The Eagle of the Ninth, BBC, 1977

Wikipedia on the novel: 

Sutcliff wrote in a foreword that she created the story from two elements: the disappearance of the Legio IX Hispana (Ninth Legion) from the historical record following an expedition north to deal with Caledonian tribes in 117; and the discovery of a wingless Roman eagle in excavations at Calleva Atrebatum(Silchester). The Museum of Reading, which now houses the Silchester eagle, states that it "is not a legionary eagle but has been immortalized as such by Rosemary Sutcliff".^[1] It may originally have formed part of a Jupiter statue in the forum of the Roman town. Sutcliff also assumed that the legion's title of "Hispana" meant that it was raised in Hispania (now Spain and Portugal), but it was probably awarded this title for victories there.

At the time Sutcliff wrote, it was a plausible theory that the unit had been wiped out in Britain during a period of unrest early in the reign of the Emperor Hadrian(AD 117–138).^[2] Scholarly opinion now disputes this, for there are extant records that have been interpreted as indicating that detachments of the Ninth Legion were serving on the Rhine frontier later than the year 117, and it has been suggested that it was probably annihilated in the east of the Roman Empire. This in turn is disputed by other historians, who assert that it was indeed destroyed in northern Britain.^[3] Sheppard Frere, an eminent Romano-British authority, has concluded that "further evidence is needed before more can be said".<sup>[4]

Here's a BBC radio drama version from 1996.</sup>