Modern India, Pakistan and Afghanistan: After Alexander's retreat Chandragupta Maurya had united the independant states into a huge empire. In Afghanistan, the Indo-Greek Kings like Menander (also called Milind) gave patronage to Buddhism. Religions: Hinduism, Buddhism, Jainism, and various Tribes.
Persia: The Persian Achaemenid Empire (559 BCE - 330 BCE) of Great Kings like Cyrus and Darius, had been destroyed by Alexander the Great's invasion. The Parthian Empire was established by defeating Greek Seleucid Empire. Religions: Zoroastrianism.