The Vlachs, who call themselves Aromani or Arman,
first appear in the historical record during the Middle Ages,primarily in the region south of the
Balkans.
They traditionally claim to be descendants of the Romans who in the 2nd century bce
occupied ancient Macedonia and what is now northern and northeastern Greece and who by the 2nd century ce occupied
Dacia,
a Roman province located in Transylvania and the Carpathian Mountains of present-day
Romania.
After the Romans evacuated Dacia (271 ce), the area was subjected to a series of barbarian invasions. According to some scholars, the Romanized Dacians remained in the area, probably taking refuge in the Carpathian Mountains. They remained there for several centuries as
shepherds and farmers, until conditions settled and they returned to the plains.
http://www.britannica.com/EBchecked/topic/631511/Vlach