Some painful defeats happened to Romans during their conquest of the Iberian Peninsula (which lasted for ca. 200 years, compared to swift conquest of Gaul).
A single city of Numantia, for example, resisted Roman conquest for 20 years - inflicting several defeats (for example in 137 BC 20,000 strong Roman army got surrounded and then surrendered to Celtiberians there). Even the final siege of Numantia lasted for many months.
Then come Celtiberian leaders such as Punicus or Viriathus, who smashed a good number of Roman legions in a series of battles and ambushes.
Regarding the conquest of Gaul - a rather unknown episode during it (and the biggest Roman defeat during their entire swift conquest of Gaul - even greater than failed assault of Gergovia) was the destruction of 2 Roman legions near Fort Aduatuca in 54 BC by Gauls under Ambiorix.
In that battle of Fort Aduatuca Romans lost 15 entire cohorts along with 2 commanders - Cotta and Sabinus.
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Several examples of relatively many Roman defeats during their conquest of the Iberian Peninsula:
190 BC - battle of Lyco - Celtiberians defeat Romans, ca. 6000 Roman deaths
185 BC - 2nd battle of Toletum - Iberians defeat Romans, ca. 5000 Roman deaths
23 August 153 BC - battle near Numantia - ca. 6000 Roman deaths (after this defeat superstitious Romans never again waged battles on 23 August)
147 BC - Lusitanians under Viriathus defeat 10,000 Romans at Tribola (4,000 Roman deaths).
146 BC - Viriathus again defeats Romans under Gaius Plautus (10,000 inf and 1300 cav) at the river Tagus - almost all Romans perished
143 BC - Viriathus defeats another Roman army under Claudius Unimanus, "almost completely exterminating it" (quote from Lucius Florus)
After that, Viriathus annihilated also Roman forces under Gaius Negidus.
141 BC - battle of Termantia - Celtiberians under Megaravicus defeat Romans
And the humiliation near Numantia in 137 BC (20,000 strong army surrendered to much less numerous Celtiberian forces).
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Some sources:
http://penelope.uchicago.edu/Thayer/E/Roman/Texts/Florus/Epitome/1I*.html#XXXIII
http://www.livius.org/ap-ark/appian/appian_spain_00.html
http://www.ccancients.net/index.php...a&catid=10&func=view&id=457&lang=en&Itemid=91