actually, you could have a portion of another legion fighting alongside your legion in one army.

the point of it is, you can't have more than 1 of each named legion (made up of one First and 9 normal Cohorts) in your empire - how you split them up and re-combine them is up to you - the romans took bits of legions on campaign with other ones, and these "bits" were called Vexillations, after the Vexillium, which is a square flag carried by the troops to indicate which legion they're originally from.
and example of a legion fighting alongside a vexilation would be the battle of Wattling street, where a roman army consisting of one whole legion (XIIII Gemina Victrix), a vexillation of 2000 from another legion (XX Valeria Victrix), 2000 auxiliary infantry and 1000 cavalry (so, 10,000 men all told), fought Boudicca's army of (according to Roman sources) 200,000 men, and won, so it's not unrealistic to have an army composed of a few cohorts from different legions, if you're so inclined!
