This one should really have been called "To boldly go ...", I think.
Browsing through the new Antonine Wall Management Plan, I discovered a handy list of the modern countries through which the Roman frontier runs (extract from p. 15 pictured here).
"Remains of Roman frontier installations can be seen", it says, "in the United Kingdom, the Netherlands, Belgium, Germany, Switzerland, ..." So far, so good. We appear to be running from north to south down the Rhine frontier (but Belgium?!).
"... Austria, Slovakia, Hungary, Slovenia ..." Okay, we've turned east to run along the Danube frontier. But Slovenia?! That's not even in sequence: we appear to have leapt back west, to a country well behind the frontier and, more importantly, not noted for its Roman remains. "... Slovakia, ..." Right, Slovakia again: back to our original list? "... Croatia, Serbia, Slovenia, ..." Now this is getting silly. Croatia was at least going in the right direction again, and there were legions based there, though to classify their remains as frontier installations might be stretching it a bit. And Slovenia, again!
"... Bulgaria, and Romania." Phew! It seems that the Roman frontier meandered further than I thought.