Wigan was probably the site of the Roman station, Coccium, which is
mentioned in the third century AD Antonine
Itinerary.
It's easily defensible site made it a desirable location for settlement. Also it was midway between convenient river crossings on the Mersey and Ribble.
Three Roman roads have been traced in the Wigan area. They have been researched by the Wigan Archaeological Society. For a full report on this click here.
Other Roman finds include hordes of coins in 1690 and 1926 and cremation urns in
1822. 
An excavation in the Wiend undertaken by Greater Manchester Archaeological Unit in 1982
unearthed remains of Roman buildings dating from the late first century AD.
For further details see Newsletter 33.
In 2005, by far the most exciting Roman discoveries were made, when work on the Grand Arcade revealed extensive Roman remains in the Millgate area of the town. Subsequent investigation by Oxford Archaeology North uncovered a huge colonnaded building from the 2nd century AD. This was thought to be a Mansio - a Roman hotel. It contained a hypocaust and bath house. Close by was an earlier workshop with a series of hearths where lead was processed. Other Roman finds on the site include over 2,000 shards of pottery, much of it Samian ware, and 1.5 tons of building material.
For further information, check these links.
NL79
NL80 NL83
NL84 NL85
This reconstruction was made by Dave Horrocks.