Since his death in 323 BCE, the world has been obsessed with Alexander the Great, who set out from his kingdom of Macedon (in modern-day Greece) at the age of 20 to conquer the mighty Persian Empire.

One of the most famous artworks of the ancient world reads almost like a map of the Roman Empire's power.

The best place to begin is, logically, with the earliest records of these islands. The first surviving mention of the ...