Emperor Hadrian had a defense wall built in order to protect the Roman territories in Britain, so he built as a separating line between what is now England and Scotland. Even though the Hadrian wall is very often thought to be in the territory of Scotland, it is actually further south, and it is in the territory of England, in its far northern part.
This wall was built in order to stop the raids from the Pictish people that were dominating Scotland, and were looking at the Romans both, as enemies, and as an Empire from which they can get some stuff they need for free through their raids.