This is every modern day country that has territory in what was Alexander's Macedonian empire according to scribblemaps.com as of 6/1/2020 A.D.The link to the map I used is here: https://www.scribblemaps.com/maps/view/Alexander_the_Greats_Modern_Map_of_Conquest/EpsXCJFL7N
The source I used was a little bit flawed so if you know any more that he conquered please comment them.
Does not include Cyprus because its rulers were technically independent.