I caught this on the History Channel -- absolutely spellbinding! the Narrator attempts to re-trace Alexander's conquests by following the 20,000+ mile route of his army through Asia Minor, Africa and into the heart of Asia itself. Like Michael Palin (of 'Pole-to-Pole' fame), he attempts to do without modern methods of travel as much as possible. Along the way, we hear narratives recited from the writings of Alexander's personal historians, plus assorted commentaries on the battles and strategies. Some of Alexander's guys are still there..! well, their offspring are anyway, along with oodles of Greek culture.
Watch for an eerie part when the team proposes following Alexander's poorly-chosen coastal 'return' route. The locals tell them to take water with them because there still isn't any to be found there. Some things haven't changed much in 2300 years.