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From Macedonia, an article in Wikipedia.

Macedonia or Macedon (from Greek: Μακεδονία, Makedonía) was an ancient kingdom, centered in the northeastern part of the Greek peninsula,[1] bordered by Epirus to the west, Paeonia to the north, the region of Thrace to the east and Thessaly to the south. The rise of Macedon, from a small kingdom at the periphery of Classical Greek affairs, to one which came to dominate the entire Hellenic world, occurred under the reign of Philip II. For a brief period, after the conquests of Alexander the Great, it became the most powerful state in the world, controlling a territory that included the former Persian empire, stretching as far as the Indus River; at that time it inaugurated the Hellenistic period of Ancient Greek civilization.

The Roman province of Macedonia (Latin: Provincia Macedoniae, Greek: Επαρχία Μακεδονίας) was officially established in 146 BC, after the Roman general Quintus Caecilius Metellus defeated Andriscus of Macedon, the last Ancient King of Macedon in 148 BC, and after the four client republics (“tetrarchy”) established by Rome in the region were dissolved. The province incorporated ancient Macedon, Epirus, Thessaly, and parts of Illyria, Paeonia and Thrace.

The following is from “The Life and Epistles of St. Paul,” by W. J. Conybeare and J. S. Howson

Macedonia, in its popular sense, may be described as a region bounded by a great semicircle of mountains, beyond which the streams flow westward to the Adriatic, or northward and eastward to the Danube and the Euxine. This mountain barrier sends down branches to the sea on the eastern or Thracian frontier, over against Thasos and Samothrace; and on the south shuts out the plain of Thessaly, and rises near the shore to the high summits of Pelion, Ossa, and the snowy Olympus. The space thus enclosed is intersected by two great rivers. One of these is Homer’s `wide flowing Axius,” which directs its course past Pella, the ancient metropolis of the Macedonian kings, and the birthplace of Alexander, to the low levels in the neighborhood of Thessalonica, where other rivers flow near it into the Thermaic gulf.

The other is the Strymon, which brings the produce of the great inland level of Serres by Lake Cercinus to the sea at Amphipolis, and beyond which was Philippi, the military outpost that commemorated the successful conquests of Alexander’s father. Between the mouths of these two rivers a remarkable tract of country, which is insular rather than continental, projects into the Archipelago, and divides itself into three points, on the furthest of which Mount Athos rises nearly into the region of perpetual snow. Part of St. Paul’s path between Philippi and Berea lay across the neck of this peninsula. The whole of his route was over historical ground. At Philippi he was close to the confines of Thracian barbarism, and on the spot where the last battle was fought in defense of the Republic. At Berea he came near the mountains, beyond which is the region of Classical Greece, and close to the spot where the battle was fought which reduced Macedonia to a province”

If we wish to view Macedonia as a province, some modifications must be introduced into the preceding description. It applies, indeed, with sufficient exactness to the country on its first conquest by the Romans . The rivers already alluded to, define the four districts into which it was divided. Macedonia Prima was the region east of the Strymon, of which Amphipolis was the capital; Macedonia Secmida lay between the Strymon and the Axius, and Thessalonica was its metropolis; and the other two regions were situated to the south towards Thessaly, and on the mountains to the west. This was the division adopted by Paulus Aemilius after the battle of Pydna. But the arrangement was only temporary.

The whole of Macedonia, along with some adjacent territories, was made one province, and centralized under the jurisdiction of a proconsuls who resided at Thessalonica. This province included Thessaly, and extended over the mountain chain which had been the western boundary of ancient Macedonia, so as to embrace a seaboard of considerable length on the shore of the Adriatic. The political limits, in this part of the Empire, are far more easily discriminated than those with which we have been lately occupied (Chapter 8). Three provinces divided the whole surface which extends from the basin of the Danube to Cape Matapan. All of them are familiar to us in the writings of St. Paul.

The extent of Macedonia has just been defined. Its relations with the other provinces were as follows. On the north west it was contiguous to Illyricum, which was spread down the shore of the Adriatic nearly to the same point to which the Austrian territory now extends, fringing the Mohammedan empire with a Christian border. A hundred miles to the southward, at the Acroceraunian promontory, it touched Achaia, the boundary of which province ran thence in an irregular line to the bay of Thermopylae and the north of Euboea, including Epirus, and excluding Thessaly. Achaia and Macedonia were traversed many times by the Apostle; and he could say, when he was hoping to travel to Rome, that he had preached the Gospel `round about unto Illyricum.” (Rom. 15:19)

When we allude to Rome, and think of the relation of the City to the provinces, we are inevitably reminded of the military roads; and here, across the breadth of Macedonia, was one of the greatest roads of the Empire. It is evident that, after Constantinople was founded, a line of communication between the Eastern and Western capitals was of the utmost moment; but the Via Egnatia was constructed long before that period. Strabo, in the reign of Augustus, informs us that it was regularly made and marked out by milestones, from Dyrrhachium on the Adriatic, to Cypselus on the Hebrus in Thrace; and, even before the close of the republic, we find Cicero speaking, in one of his orations, of `that military way of ours, which connects us with the Hellespont.”

Certain districts on the European side of the Hellespont had been part of the legacy of King Attalus, and the simultaneous possession of Macedonia, Asia, and Bithynia, with the prospect of further conquests in the East, made this line of communication absolutely necessary. When St. Paul was on the Roman road at Troas or Philippi, he was on a road which led to the gates of Rome. It was the same pavement which he afterwards trod at Appii Forum and the Three Taverns (Acts 28:15). The nearest parallel which the world has seen of the imperial roads is the present European railway system.

The Hellespont and the Bosphorus, in the reign of Claudius, were what the Straits of Dover and Holyhead are now; and even the passage from Brundusium in Italy, to Dyrrhachium and Apollonia in Macedonia, was only a tempestuous ferry, only one of those difficulties of nature which the Romans would have overcome if they could, and which the boldest of the Romans dared to defy. From Dyrrhachium and Apollonia, the Via Egnatia, strictly so called, extended a distance of five hundred miles, to the Hebrus, in Thrace. Thessalonica was about half way between these remote points, and Philippi was the last important town in the province of Macedonia.