The Roman Empire occupies a pivotal position in modern perceptions of history, and it is certainly one of the most intensely investigated cultures of the past. Nevertheless, we are far from knowing “everything,” and the concept of explanation becomes crucial in particular for those phenomena that are adequately represented neither in the written records studied by historiography nor in the material remains studied by archaeology. One example is the question whether the Romans had a Grand Strategy and how the geographic boundaries of their empire can be explained: such issues refer to plans, intentions, concepts of geography, and the like, which have to be reconstructed in a tedious way from the scarce surviving evidence, in order to obtain explanations for the strategic decisions made by the Romans.