One Roman legion was founded by Augustus and is last attested fighting against the Islamic conquest of Egypt. It had the longest known service history of any Roman legion - 680 years. Its history is that of the empire itself. A thread on Legio V Macedonia:
Legio V was one of the original 28 legions raised by Octavian in 43 BC. It almost certainly fought at the Battle of Actium in 31 BC against Marc Anthony before being transferred to Macedonia in 30 BC, where it acquired it's nickname. It would remain in the province until 6 AD.
In 62 AD, some detachments were sent to Armenia to fight the Parthians. Traditionally a Roman client, the Parthians had managed to put their own man in the throne. Legio V was part of the army sent to remove him. Although Rome suffered some defeats, they did so in the end.
The legion was probably still in the east when a far more serious threat erupted - the Great Jewish Revolt of 66 - 73. Beginning with riots and attacks on Roman citizens in protest of imperial taxation, the revolt escalated with the destruction of Legio XII Fulminata by rebels.
Legio V was part of a force, commanded by the future emperor Vespasian, sent to crush the revolt. When Vespasian returned to Rome to seize power in 68, the legion stayed in Judea - multiple tombstones of its soldiers were found near Emmaus, famous from the New Testament.
The legion then returned to the Balkans. In 96, the future emperor Hadrian served in Legio V as a military tribune. We don't know much about his service, but the 20 year old officer distinguished himself enough to come to the attention of the current emperor, Nerva.
Under Trajan, the legion fought in his conquest of Dacia in 101-106. One centurion, Calventius Viator, was promoted out of the legion to serve as commander of the emperor's horse guard. Legio V remained in Dacia after the war as part of the Roman garrison.
Its old tribune, Hadrian, sent Legio V back to Judea as emperor. An inscription shows it was part of the force sent to put down the Bar Kokbha Revolt in 132-136. After the war, the legion returned to Dacia, where it would remain for centuries.
The provinces along the Danube were the toughest frontier, the site of numerous wars with tribes like the Marcomanni, the Goths, and the Quadi. The Danube legions had a reputation as the toughest and most of the 3rd century "barracks emperors" began their army careers with them.
Legio V Macedonia lived up to this reputation. It was decorated again and again, earning the titles Pia Constans (Faithful and Reliable) and Pia Fidelis (Faithful and Loyal). It earned the latter six times. Emperors issued coins honoring the legion's valor and loyalty.
During the 3rd century, the army was reorganized into units of Limetanei - border guards, and Comitatenses - field troops. Legio V was part of the Comitatenses, a mobile reserve used to respond to major barbarian incursions.
At least part of the legion was converted into a cavalry unit by Emperor Gallienus at some point in the 260s. The cavalry detachment fought successfully against the Sassanid Persians in 296 before being transferred to Memphis, Egypt, where it remained.
The Notitia Dignitatum, written in 396, records Legio V Macedonia in Dacia Ripensis, along the Danube, with detachments in the Oriental Field Army and Egypt. It also gives an image of the Legion's shield pattern.
The final records of the legion are inscriptions in Antaeapolis and Heliopolis, Egypt, from 636. These were probably made by the same detachment stationed near Memphis. They were made shortly before the Islamic invasion of Egypt, which the legion would have fought against.
An Islamic army, led by Amr Ibn al-Has, invaded Egypt in 639. Although the Byzantine garrison put up stuff resistance, killing thousands of Muslims, local Coptic Christians sided with them and they seized Alexandria in 641. Only a small number of the defenders escaped.
There is no further mention of Legio V Macedonia. It would be poetic if it was destroyed - although the Byzantine Empire survived, it was so transformed by the Islamic Conquests as to be unrecognizable. Legio V Macedonia would have died with the classical world that created it.

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