Its a ghost song based on the disappearance of the 9th Roman Legion while on duty on Hadrians Wall in northern England. The song recounts how someone went out for a walk on the wall and saw a vision of this legion marching past. I will look up the source and the rest of the words for you but meanwhile the chorus goes:

So far from home, and every man's an enemy So far from home,and little chance of leave So far from home, No pretty wife to comfort me So pity us poor soldiers we've cause enough to grieve.

I think the version I have is by Johnny Collins