When we hear about the Roman military, we usually consider the elite troops to be either the cavalry (equites) or the heavy legionnaires. Lightly armed, harassing troops such as the velites were often non-citizen auxiliaries, and were considered less prestigious than equites or legionnaires. I’m not sure of all the roles the equites played, but I’m assuming it was primarily the same role as cavalry played in other militaries (flank and charge enemy infantry formations, and cut down fleeing enemies). Cavalry would also make for good reconnaissance, which is part of what special forces do, but not all.
In the later empire, another form of elite troops is the Praeotian Guard, although those were more politically elite than militarily so – serving as bodyguards and sometimes plotters or emperor-makers.
From the purely military standpoint, however, do we know of any Roman missions we may define as “special operations” by today’s standards (in a more active and targeted role than mere reconnaisance or harrassment)? Such as operating behind enemy lines, attacking enemy supply lines, assassinating or kidnapping enemy VIPs, raiding or sabotaging forts and installations? Did legions have dedicated units responsible for such operations? Or did the Romans prefer settling scores the old-fashioned way, by marching in and destroying the enemy outright, without resorting to clandestine operations?