The Legion was an organisation set up to prevent the objects from falling into the wrong hands. They have a firm no-killing policy. Unlike the Order, and many of the members have a personal dislike of the Objects. They want to hide the objects away from everyone to prevent them from causing damage to the world.
The Legion seemed to be a less official and religious organisation than the Order, and it is unknown how many members it has. Several were killed in action by karl Kreutzfeld and it is unknown whether the Legion still exists following the events of Room 9 and the recreation of the Conroy Experiment.