I just found this interesting story in the news about how a lonely village in the north western China has a lot of inhabitants with western features.
Some "old" theory from the 1950'ies suggests that the reason for this is a lost roman legion, lead by Markus Craccus. Craccus was defeated in 53 BC in what is now Iran, the theory suggests that these troops then moved eastwards as mercenaries until they were taken prisoners by the Chinese and described as using a "fish-scale formation" which fits well to the way the romans had a habit of defending themselves with shields all around.
Some scientists now want to test this theory using DNA samples from the inhabitants of the village, to see if it really is Roman blood that gives the inhabitants of the village their special features.
I find this story quite fascinating in many ways.
As pointed out in the comments to this post, the pdf linked to below, while being an investing read is pretty unscientific on the subject and also does not cite it's sources, so please do not take it for a historic document or an accurate description.
I have not read this paper yet [pdf] that the comment also links to but it sure does look a lot more scientific and worked through at a first glance.
I got a post posted to /. on this subject, a user was so friendly to direct me to this very interesting piece [pdf] about the story and theory from the 1950'ies. I stand corrected for leaving behind the impression that the roman troops were acting as "happy mercenaries" when they moved eastwards, that is probably far from true, in some ways they were more like prisoners of war.