The Roman province of Dacia on the Balkans included the modern Romanian regions of Transylvania, Banat and Oltenia, and temporarily Muntenia and southern Moldova, but not the nearby regions of Moesia. It was added to the Roman empire in its earliest days under the war of conquest by the Emperor Trajan, and was ironically—considering its wealth— the first of the Roman provinces from which Rome withdrew.
It was administered under a Roman governor of praetorian rank, and Legio XIII Gemina with numerous auxiliaries had their fixed quarters in the province. Due to a decrease in population of the conquered territory, caused by the Dacian Wars and consequent flight of many Dacians to regions north of the Carpathians, Roman colonists were brought in to cultivate the land and work the gold mines alongside the Dacian population— this melding of workers can be seen on Trajan's Column which was erected to honor the Dacians submitting to Trajan during the recently concluded Dacian Wars. Roman conquest of Dacia stands at the base of the origin of Romanians.
The colonists, besides the Roman troops, were mainly first- or second-generation Roman colonists from Noricum or Pannonia, later supplemented with colonists from other provinces: South Thracians (from the provinces of Moesia or Thrace) and settlers from the Roman provinces of Asia Minor.
For protection against the attacks of the free Dacians, Carpians and other neighbouring tribes, the Romans built forts and delimited the Roman held territory with a limes. Three great military roads were constructed, that linked the chief towns of the province. A fourth road, named after Trajan, ran through the Carpathians and entered Transylvania through the Turnu Roşu mountain pass. The chief towns of the province were Sarmizegetusa (Colonia Ulpia Traiana Sarmizegetusa), Apulum, Napoca and Potaissa.
In 129, Hadrian divided Dacia into Dacia Superior and Dacia Inferior, the former comprising Transylvania and the latter Oltenia. Later the Roman Emperor Marcus Aurelius redivided it into three (tres Daciae): Porolissensis, from the chief town Porolissum, Apulensis, from Apulum, and Malvensis from Malva (site unknown). The tres Daciae formed a single society insofar as they had a common capital, Ulpia Traiana Sarmizegetusa, and a common assembly, which discussed provincial affairs, formulated complaints and adjusted the incidence of taxation. However, in other respects they were practically independent provinces, each administered under an ordinary procurator, subordinate to a governor of consular rank.
After the Dacian Wars, Dacians were recruited into the Roman Army, and were employed in the construction and guarding of Hadrian's Wall in Britannia, or elsewhere in the Roman Empire. Several Cohors Primae Dacorum ("First cohort of Dacians") and Alae Dacorum fighting in the ranks of the Legion were stationed at Deva (Chester), Vindolanda (on the Stanegate) and Banna (Birdoswald), in Britannia.
The Marcus Aurelius's Column and the Arch of Galerius depict Dacian troops with their characteristic phrygian cap and Draco. The English word dagger might come from Vulgar Latin daca, a Dacian knife , and it also may be related with the medieval Romanian word daga, a kind of knife with three blades, used only for assassination.
Despite the foregoing, after about two centuries (from 101 AD, first Trajan war, until around 300 AD), the Roman hold on the country was still precarious. Indeed it is said that Hadrian, conscious of the difficulty of retaining it, had contemplated its abandonment and was only deterred by consideration for the safety of the numerous Roman settlers.
In 256, during the reign of Emperor Gallienus, Dacian tribes such as the Carpians allied with the Goths crossed the Carpathians and drove the Romans from Dacia, with the exception of a few fortified places between the Timiş and the Danube. No details of the event are recorded, and the chief argument in support of the statement, found in Avienus' works, that "under the Emperor Gallienus Dacia was lost" is the sudden cessation of Roman inscriptions and coins in the country after that period.
Emperor Aurelian (270-275), confronted with the secession of Gallia and Hispania from the empire since 260, with the advance of the Sassanids in Asia, and the devastations that the Carpians and the Goths had done into Moesia and Illyria, abandoned the province of Dacia created by Trajan and withdrew the troops altogether, fixing the Roman frontier at the Danube. A new Dacia Aureliana was reorganised south of the Danube, with its capital at Serdica (today's Sofia). Later on, Diocletian and Constantine I would reorganise the provinces Dacia Mediteranea, Moesia Inferior, Dardania, Prevalitania and Dacia Ripensis into a Diocese of Dacia, which along with the Diocese of Macedonia formed the Praetorian prefecture of Illyricum.
The abandonment of Dacia Trajana by the Romans is mentioned by Eutropius in his Breviarium historiae Romanae, book IX :