All legions were from Italy. At least sort of. Only Roman citizens could serve in the legions, and Roman citizenship was not widespread in the provinces until well into the Principate. With very few exceptions legions were raised in Italy--indeed, consular and proconsular armies were always raised in Italy, although additional legions could be raised by a commander, either from Italy or the province of his governorship. Caesar had a legion that Plutarch claims was composed of Transalpine Gauls, to whom he gave citizenship, although I think we should suppose many of the soldiers to actually have been Cisalpines and probably Cispadanes as well, who had citizenship to begin with. Pompey had several Syrian legions at Pharsalus, and Caesar used allied legions at Alexandria--but these should not be seen as real legions, since they were raised by allied and client states from among their own citizen populations, and were not legally real legions. In this same category we must include the Numidian legions at Thapsus