Alexander the Great reached very exotic lands during his conquests. He reached and conquered a country then known as Persia. Today the country of Iran and parts of Iraq are found on this territory. However, his empire spanned even further. Taking in account today's borders, his empire reached India (which means he controlled what we today know as the Middle East), as he also defeated Backtria. He also conquered parts of today's Egypt.
In the West, he didn't go much further than the mainland of Greece though.