When Agent 13 shot Captain America and he was lost in time (and presumed to be dead) he was really landing for bursts of time in the past and future. One of those events landed Cap leading the Legio IX Hispana Roman legion. The Legio consisted of a combination of Roman legionnaires, Gaelic fighters and sympathetic Tuatha Dé Danann who had banded together to battle the evil Formorians in what is now Ireland. Cap and the legion vanquished the Formorian uprising but in the final battle Cap and many of the Legion fighters were dragged back into the time vortex. This sudden disappearance formed the basis for the Lost Legion legend.