The story is in Mark chapter 5 of the new testament.
Jesus travels to a Greek agricultural town comes by the story of a suffering man. The man is feared for his erattic, abnormal behavior, an unclean spirit. He is impossibly strong, constantly breaking through the chains that binded him. Jesus asks the man, or rather the demon inside who he is. He says (Mark 5:9): My name is Legion: for we are many.
Verily, Jesus casts the demons out into a herd of pigs (2000 about). The pigs run into the waters, and drown themselves.
The man is cured. The people of the town told Jesus to leave. How dare he ruin their 2000 pigs for one stupid man.
Such moral dilemmas intrigue me the most about the bible. And if you've watched more than one Ancient Aliens on History Channel, you know there's aliens in just about everything. The story of Legion is sometimes taken to be an ancient explanation for schizophrenia, or multiple personality disorder. An alien experiment? What happens if those pigs come back?
Incidentally, a legion is an army structure of at least 2000 soldiers.