Caledonia is the Latin name given by the Romans to the land in today's Scotland north of their province of Britannia, beyond the frontier of their empire. The etymology of the name is probably from a P-Celtic source. Its modern usage is as a romantic or poetic name for Scotland as a whole, comparable with Hibernia for Ireland and Cambria for Wales.

The name of the Caledonians may be found in toponymy, such as Dùn Chailleann, the Scottish Gaelic word for the town of Dunkeld meaning "fort of the Caledonii", and possibly in that of the mountain Sìdh Chailleann, the "fairy hill of the Caledonians". According to Historia Brittonum the site of the seventh battle of the mythical Arthur was a forest in what is now Scotland, called Coit Celidon in early Welsh.

The exact location of what the Romans called Caledonia in the early stages of Britannia is uncertain, and the boundaries are unlikely to have been fixed until the building of Hadrian's Wall. From then onwards, Caledonia stood to the north of the wall, and to the south was the Roman province of Britannia (consisting of most of what is now England and Wales).

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