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Caledonia is the Latin name of a region corresponding approximately to modern Scotland.
Caledonian is an alternate word for Scottish or for Pictish, referring to the Picts: a people of uncertain origin who in the time of the Roman Empire were the principal inhabitants of Scotland north of the River Forth.
New Caledonia is a group of islands in the Pacific Ocean, belonging to France. It was also a former name for the colony on the mainland of British Columbia.
Caledonia is also the name of several places in the United States of America: