Dictionaries of the Scots Language
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Scottish National Dictionary (1700–)

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First published 1956 (SND Vol. IV).
This entry has not been updated since then but may contain minor corrections and revisions.

GRIMES DYKE, n.comb. Also grim-dike and corrupt Grahames-. A name given to the remains of old military lines of fortification, gen. dating from the Roman period, and specif. applied to Antonine's Wall between Forth and Clyde. Hist. Also found in Eng. place-names.Sc. 1721 W. Macfarlane Geog. Coll. (S.H.S.) III. 124:
Grahames Dike begins betwixt the Queens Ferry and Abercorn and goes along West by the Grange and by Kinneil.Abd. 1795 Stat. Acc. XII. 313, Note:
The appellations of ri-dikes, and grim-dikes, that have been given by the country people [to the remains of military ditches and ramparts] sometimes only declare a pretty high antiquity.Sc. 1807 G. Chalmers Caledonia I. 118:
In the popular language of the country, the wall of Antonine is called Grime's Dyke.Sc. 1882 Francisque-Michel Scot. Lang. 23 and Note:
Such stone towers were objects of wonder, and tradition in course of time came to ascribe the construction of at least some of them to demoniac art. The same tradition applies to the Grimes-dike — i.e., the ditch made by magic, an appellation common to other works of the same sort, and indiscriminately given to ancient trenches, roads, and boundaries.