Comment: This theory is speculative, but the idea that Roman soldiers ended up in China isn't totally implausible. The general scenario of how it could have happened goes like this:
In 53 BC, the Roman politician and general Marcus Crassus (115-53 BC) was killed at the Battle of Carrhae when he led his army into a trap during his ill-advised invasion of Parthia, an empire which bordered on China:
"At its height, the Parthian Empire stretched from the northern reaches of the Euphrates, in what is now central-eastern Turkey, to eastern Iran. The empire, located on the Silk Road trade route between the Roman Empire in the Mediterranean Basin and the Han dynasty of China, became a center of trade and commerce." (Wikipedia)
This map shows the location of Parthia when it was part of the Median Empire around 600 BC. Parthia is in the upper part of the yellow region just to the right of the Caspian Sea.
Crassus' invasion of Parthia was a complete disaster:
"In a slaughter known as the battle of Carrhae the Romans lost nearly their entire army and Crassus was killed. [The story is that the Parthians captured Crassus, the richest man in Rome, and executed him by pouring molten gold down his throat.] The remaining 10,000 or so Roman legionaries were captured." Source: War History Online.
The Parthians apparently used their Roman prisoners as border guards along the eastern frontiers:
"The Parthians had a standard practice of employing captured soldiers as border guards. By transferring the 10,000 legionaries to the eastern borders they prevented any realistic chance of escape for the Romans who likely would have simply accepted their new lot in life. Record of the soldiers vanish for about 17 years when the battle of Zhizhi was fought as a Chinese army under Chen Tang assaulted a border town known today as Taraz, located in Kazakhstan near the border of Kyrgyzstan." (War History Online)
According to the story, some of these former Roman soldiers and Parthian border guards fought as mercenaries at the battle of Zhizhi. They were either captured or defected to the Chinese, who were impressed by their fighting abilities and -- like the Parthians -- stationed them in a border town to guard the frontier:
"Anywhere from 100 to 1,000 or more soldiers established themselves in this town that was known by the Chinese as Liqian/Li-Jien, which is pronounced as 'legion'." (War History Online) "...It seems these Romans lived peacefully in Liqian, and 2,000 years later we have DNA evidence that over 50% of the villagers in modern day Liqian have Caucasian ancestry including green and blue eyes, increased average height and other distinguishing characteristics such as distinctly Roman noses."
If this story is true, then these Roman soldiers who fought under Crassus at Carrhae (and their descendants) had an extremely wild and strange destiny, to say the least. But is the story true?
First of all, there's no doubt that the inhabitants of the region of Liqian, China, have some kind of European ancestry. According to Wikipedia, "The area of the former Liqian city is known for the distinctive physical appearance of its inhabitants. The population has higher frequencies of traits prevalent in Europe, such as aquiline noses, blonde or light-colored hair, blue or green eyes, and relatively fair skin tones."
Who were these Europeans and where did they come from? The idea that they were Roman soldiers or their descendants isn't all that farfetched, but it's still controversial:
"A hypothesis by the sinologist Homer H. Dubs, according to which Roman legionaries clashed with Han troops during the battle and were resettled afterwards in a Chinese village named Liqian, has been rejected by modern historians and geneticists on the grounds of a critical appraisal of the ancient sources and recent DNA testings of the village people. However, this hypothesis has been supported by prominent scholars like Lev Gumilev."
It's possible that the people of Liqian are descended from Caucasoid Indo-Europeans who were living in the region long before the Romans went to war with Parthia:
"People with normatively Caucasoid traits and/or who spoke Indo-European languages lived in areas that are now part of Gansu and Xinjiang centuries before the Romans, including the Yuezhi, Wusun, Basmyls, Tocharians, and some prehistoric Siberian populations." (Wikipedia)
You can always trust the experts to mess up a good story, but I've got to admit that some of these Chinese do look like they have Roman ancestry. The people in Liqian are trying to use their supposed relationship with the Romans to boost their tourism industry and who can blame them? Whether the story is true or not is a different matter altogether.