All the challenges were the other way, to the east. The mighty and cosmopolitan Persian Empire was the greatest power in the world, so far as anyone in Europe knew. This is exactly what Alexander undertook, telling Darius II at the outset of the war that he considered all the Persian lands and vassals to be his own.
I think I have read that there was a quite formidable empire on the Indian subcontinent which might have offered the overextended expedition a greater challenge than any thus far encountered had Alexander ventured beyond the lower Indus in modern Pakistan. We'll never know. The weary Macedonian troops refused to go any farther from their known world.
I've dropped a Darius somewhere along the way. Darius III.
Thanks for your reply, I appreciate your knowledge. I enjoy learning about history, and I've got a lot more reading to do.
My personal opinion on why Alexander left the city-state Rome alone was that Rome had already gained a reputation as feirce fighters. Not that Alexander felt that he couldn't have overtaken them, but he didn't need the unnecessary casualties. Sort of like when a grizzly bear occassionally backs down from a wolverine when contested over a kill. If the grizz isn't hungry and he's got better things to do, he'll forgo the potential wounds being inflicted during the fight. If the grizzly is hungry and needs the food, the wolverine will usually become part of his meal.
Alexander got as far as the Kashmir region of India, but found the Indians were more full of fight than the Persians had been, at least since their defeat at Gaugamela, or any of the minor kingdoms. He also learned that even if he conquered India, there was China beyond that, making his dream of conquering the whole world seem much more distant. At the same time, disease (probably Black Death), famine and thirst were taking their toll as well. Alexander entered India with something like 120,000 men and returned to Babylon with a quarter of that