In 43 c.e., the Romans, under Emperor Claudius, conquered what is now England and founded the Roman City of Londinium in the site of modern- day London. Before this time there had been no settlement at this site. Londinium was much smaller than London today, in both size and population. It encompassed only the area of London now know as The City and, at its height, was home to only 45,000 people.
The Romans chose this site for their main port city because it could be reached by ships and a bridge could be built across the river. Soon after founding Londinium, the Romans built the first of many bridges to connect London with Southwark.
In 200, the Romans also built a wall around Londinium. It enclosed 330 acres and was 3 kilometers long. People saw the wall as necessary to the protection of the city at this time because barbarism was spreading across Europe and threatening the borders of the Roman Empire. Londinium had been attacked at least once before. In 61 c.e., Queen Boudicca of East Anglica raided Londinium, burning the city and slaughtering the unsuspecting citizens. This may have been the first of many fires in London.
In 410, the Romans withdrew from Britain because their empire was slowing falling to Barbarian attacks. This withdrawal itself took away very few people. The people of Londinium thought of themselves as citizens of the Roman Empire, but very few of them were actually from Rome, Italy, or even the continent.
The city survived, albeit much smaller and less prosperous. Trade diminished because many of the trade routes were no longer safe. With no administrative or military bureaucracy to run, many people were out of jobs and they returned to the countryside to produce the items Londinium once acquired from the continent.
For the next 150 years there is very little historical data about London. It isnt until 605, when London is an Anglo-Saxon city named Lundenwic, that historical documents again appear.
Information from London: A Concise History, by Geoffrey Trease