The territory of Sarmatia was an expansive stretch of land reaching from the Caspian Sea in the East to the Vistula River in the West, and as far south as the Danube. Essentially, Sarmatia was a collection of independent tribes, much like ancient Germania, that encompassed parts of modern Russia, Ukraine, the Baltic States, Central Asian nations and into central European countries such as Romania and Poland. The Sarmatian people were a blend of Iranian nomadic horse tribes that were likely related to the Scythians. Herodotus suggested in the 5th century BC that the Sauromatae, perhaps the original Sarmatians, were descended from the Scythians and the Amazons.
The Amazon legend was widely accepted among Greeks and later Romans, thanks to Sarmatian women having a much higher social standing than their Mediterranean counterparts. Regardless, Sarmatians moved west from the Central Asian steppes and into Europe between the 5th and 3rd centuries BC. These migrations brought them into direct contact with the Greeks, who at time proved to be adversary and friend. Some Greek coastal towns paid tribute to the violent horsement, while others traded and held alliances of varying degrees. These alliances helped the Sarmatians completely overtake lands previously held by the Scythians and they disappear from history for the most part.
By the first century BC, Sarmatians came into direct contact with Rome through Mithridates VI of Pontus. In the employ of the Pontic King, the Sarmatians ran helped bring Asia Minor under his rule, and likely wreaking havoc in Greece and the Balkans, at the expense of Rome. These alliances would eventually be crushed by Pompey and by Caesar in the mid 1st century BC, but the Sarmatians would continue to be a threat to Rome for another several centuries. External pressures from marauding Huns and other eastern people pushed the Sarmatians farther west. The Iazyges, certainly the most commonly known tribe to the Romans, settled along the Danube, between Dacia and Pannonia, soon to be in direct conflict with Rome.
Initially, the Iazyges were cautiously welcomed by the Romans, as they caused problems for tribes in Dacia, but eventually they would ally against the common foe. The Roxolani, another Sarmatian tribe, had settled the region and joined with their cousins as well. By the early 2nd century AD, the Emperor Trajan led a massive campaign to conquer Dacia, and between 102 and 106 AD, he brought this region and these tribes under Roman rule. Just a generation later, under Hadrian, it was deemed more advantageous to allow the nomadic horsemen their freedom, though Dacia itself was kept under Roman dominion. Another generation later, the Sarmatians, now including the Alans who migrated all the way from the Caspian Sea, had joined with Germanic neighbors, mainly the Quadi and Marcomanni. Marcus Aurelius, in a series of bloody and protracted wars from the 160's until his death in 180 AD, eventually pacified the region, but this too would only be temporary. It's also during this point in history that the first 'Sarmatian Knights' or auxilia were moved to Britain to serve along Hadrian 's Wall.
By the 3rd Century AD, political upheaval in the Empire and continued unrest among northern tribes, brought the Sarmatians back into permanent contact with Rome. They occupied Dacia, which was largely abandoned by the Legions, and began to settle more permanent homes, acting as buffers with migrating Germanics for the rest of the Empire's existence. A century later, many Iazyges were brought south of the Danube, and into the Balkans, under Diocletion and Constantine as farmers and tradesmen. Those Sarmatians who remained in the greater expanse of land to the north and east were eventually overrun by Huns and Goths and were either destroyed or absorbed by the 6th century AD.
In regarding the Sarmatians, it's important to note their potential contributions to the lore and mythos of western civilization. Their foundation and relationship to the Amazons has already been alluded to, but their transfer to Britain has helped feed speculation on the origin of King Arthur. Lucius Artorius Castus, a Roman cavalry officer serving in the 2nd century AD has often been associated with one possible source of the true historical Arthur. Whether true or not, the Sarmatian contribution to the story is certainly one major piece of the huge Arthurian puzzle. The service of Sarmatian cavalry, from the 2nd century until the 5th century and the Roman withdrawal from Britain, along with the deeds and exploits of Artorius, may have allowed his legend to grow and foster with each successive generation of Sarmatian 'colonists'. They also provided an invaluable contribution in post-Roman Britain, fending off Saxon invasions, which certainly helped foster the growing Arthur mythology.