It won't get celebrated in any liturgies today, since it is Sunday, but today is the memorial for the Theban Legion. The Theban Legion, as its name implies, was originally garrisoned in Thebes, Egypt; but, it is said, they were sent by the Emperor Maximian to Gaul to try to keep things in order there. This is very plausible historically, although not all details of the Theban Legion legend are. The commander of the Legion was Mauritius, usually known as St. Maurice, and a lot of the officers, at least, were Christians -- here, too, it was not an uncommon thing for soldiers in this period to be members of an eastern religion like Christianity, particularly on the borders of the empire. The Theban Legion, according to legend, was given the order to sacrifice to the emperor, and St. Maurice and his officers refused. Given the close connection between legions and their officers, it is perhaps not surprising that the entire legion followed their lead. In response the legion was decimated -- every tenth man killed -- as punishment; and when the legion still refused to sacrifice, it was repeatedly decimated until all were dead.
The plausibilities and implausibilities are interesting here -- it's implausible that there was an entire legion that was Christian to a man, but soldiers sticking with their captains is not implausible, and the Gaul campaign is perfectly historical, although our information about it is somewhat sketchy. Our earliest definite reference to the Theban Legion is about a century and a half afterwards, which leaves time for embroidery, and some historians have concluded, on the basis of what other information we have about that campaign (how many soldiers seem to have been involved, etc.), that if it occurred, it was probably a cohort, not an entire legion, that was martyred, or to put it another way, probably several hundred men rather than several thousand. That's a plausible way in which legends form around historical events. Some historians have argued that the decimation is implausible at this point, having long since fallen out of use; on the other hand, if we're talking about a group of soldiers refusing to show recognition to the Emperor in the midst of a major campaign, we're not talking slap-on-the-wrist, either. Others have argued that Christian participation in the Roman military at this stage of the game was actually fairly rare; but, again, the basic structure of the story requires little more than a few officers capable of inspiring loyalty in men. Having organized the plausibilities here we're probably at the edge of what we can actually know about the real roots of the Theban Legion legend, barring some unanticipatable discovery of new direct evidence.
There is a famous painting of the Martyrdom of St. Maurice and the Theban Legion by El Greco.