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G'daySure, just like any other faction will get absolutely devastated if the other three factions conspire against them.
Just had one game behind me, but it seems that the Romans are very susceptible to being cut off and lose loads of troops in attrition/starvation. Is it not so that at any point that all three other players conspire to throw down the Romans, then in any one turn you can always cut them off? No? I just feel that no one else has that crucial weakness that the Romans do? Thank you for your thoughts on the subject!!
But for the record, no, they cannot be cut off in any turn though they will need to divert forces to guard their own supply lines if they think others won't do it for them.
EDIT: And the question is, why would all other factions work together against the Romans? If they are winning then of course they need to be careful, but otherwise it is not in anybodies interest to stomp one faction. Much better to spend that effort evenly against all other factions.