How come all of the Legion soldiers are Imperial? is it because Oblivion took place in Cyrodiil and if it took place in lets say Hammerfell they would be Redguard? Just wanted to know.

gameplay. the guard voices were only recorded for imperial males, hence the legion is all imperial and male. we know from lore and from other games that the legion is multiracial.

Maybe in the next game we'll see other races.

I suppose. It depends on whether or not they rush it in the end. How hard could it be to Include four or five extra lines in the racial scripts?

Its a lot more than 5 lines. Besides the generic crime dialog there are also all the town directions and various special lines. I personally don't think it was too much work to add to the other races either.

There is other legionaries in Morrowind who aren't Imperials. And Neville in Oblivion is a ex Legion member.

In Morrowind orcs were all over the Legion.

I had forgotten about those.

What about the females? Does it say anywhere in the lore that the legion is only for males, or were the females just left out?

As with the non-Imperial races, depends on whether you include Morrowind. There are a number of females in the Legion in Morrowind and Bloodmoon. Some of them (Imsin the Dreamer, Gaea Artoria) are damn good Legionnaires.

As mentioned in http://www.uesp.net/wiki/Oblivion:Imperial_Legion_Messenger#Demographics, there are several female and non-Imperial Legionnaires in Oblivion as well.

Well, the Imperial Legion, at Fort Darius in Morrowind majorly consisted of Orcs.
I'd say the Imperial Legion tends to keep its races in their home provinces, Obviously Imperials in Cyrodiil.
As we know, Khajit and Argonians don't get on very well, so a Khajit Legionnaire in BlackMarsh would probably take allot of abuse from the local Argonian Populace, so the Legion might tend to keep each race of Legionnaire in its home province.

In onra's Fort Akatosh mod there are different races of legionnaires. Most of the diversity is found amongst the recruits and of course there are legionnaires from the other Legions such as Snowmoth (Nords) and some special Argonians from the Swampmoth Legion. But there are mostly Imperials. All the officers are Imperial too.