Jamieson, Fausset and Brown on Mark 5:9

9. And he asked him, What is thy name?--The object of this question was to extort an acknowledgment of the virulence of demoniacal power by which this victim was enthralled.

And he answered, saying, My name is Legion: for we are many--or, as in Luke (Lu 8:30) "because many devils [demons] were entered into him." A legion, in the Roman army, amounted, at its full complement, to six thousand; but here the word is used, as such words with us, and even this one, for an indefinitely large number--large enough however to rush, as soon as permission was given, into two thousand swine and destroy them.