Nope, no legions 'turned' on Caesar. The two examples provided by PP are correct. The Legio III would have gone with Anthony by agreement between Anthony and Octavian, therefore fighting against Octavian would not have been wrong from their perspective. Legio X did 'rebel', or to give it a modern word, went on strike. Individual legions were not like military formations we think of in the modern era, they were more like mini, individual corporations. Because the civil war was dragging out (many of the soldiers had served 20+ years), and Caesar expected them to head to Africa with him. They 'rebeled' and demanded the presense of Caesar himself. After ranting and raving before Caesar, he addressed them as Quirites, (Citizens) meaning he no longer considered them soldiers, instead of comrades or fellow soldiers as was his usual fashion. This caught them off guard and they quickly folded and begged to be included in his African campaign.