Cirencester Wargames has a set of modifications for the popular Lion Rampant games to allow you to play games set in Early Imperial Rome.
Kings of War is a great fantasy rules set from Mantic Games. Here’s a variant for Rome’s Rise and Fall.
I’ve always wanted to do a Romans in Britain scenario. In recent months, I’ve been picking up Romans on Ebay as I’ve found them, and soon will begin looking for Celts and Gauls.
This paper model of a section of Hadrian’s Wall might come in handy. In the scale it’s in, you’d need 79 for a Roman Mile. The model is in black and white, but a little work with watercolor and a fat brush would quickly solve that
Matt Fritz offers a set of free miniatures rules called Across the Alps. The rules are for recreating the Battle of Trebbia from 218 BC, when Hannibal crossed the Alps to face the Roman Army at the river Trebbia. The rules are easy to play, being designed for Matt’s students. There also is a link there to paper figures.