The Collaborative International Dictionary of English v.0.48:
Caledonia \Cal`e*do"ni*a\, n. The ancient Latin name of Scotland; -- still used in poetry. [1913 Webster]WordNet (r) 3.0 (2006):
Caledonia n 1: the geographical area (in Roman times) to the north of the Antonine Wall; now a poetic name for Scotland