Roman occupation in Germany

The start of the Roman occupation of Germany started in 15 BC.

A gigantic flank attack was planned in which the original plans of Caesar Augustus intended bringing the land as far as north as the Elbe river under Roman rule.

In AD 9, a germanic tribe attacked the Roman army. In the Battle of the Teutoburger Forest the large Roman army suffered a devastating defeat.

After wards several emperors went through trying to push up but never really made a great deal of difference.

They then made a wall that is the largest man made structure after the wall of China.

Even though they were able to make some progress into Germany they never really conquered them.

The short answer is that it wasn't worth it. People make a lot out of their defeat at the hands of the Germanic tribes in the Battle of the Teutoberg Forest, but the effect is exaggerated.

 Yes, it was a spectacular defeat which stunned their ego. 

But the Romans throughout their history demonstrated showed that they would keep on fighting even after major losses.

Germany simply wasn't worth the effort. The Germanic tribes were even less developed than the Celtic tribes. Even the Celts had large, organized tribes with kings who often minted coinage, and urban centers, especially in Gaul. 

Germany had none of these. It was largely forest all, meaning there wasn't much agriculture. There was nothing even resembling towns and cities. Same with roads. And the tribal structures were much more primitive. Whereas Celtic tribes had organized into kingdoms, German tribes were still more like clans. 
So when one general messed up and got a legion killed, Rome sent more soldiers just to make them selves look good again. Then left the Germain alone.