This is a difficult to determine because most of our Achaemenid Persia information and references come from Greek sources but it was clear that the Persian Kings starting at Cyrus had difficulty fighting the Massagetae, a nomadic tribe north of the Persian province of Bactria. This was actually where the first Persian king, Cyrus the Great, died in battle. The Achaemenid Persians also had some issues conquering the Saudi Arabian peninsula after they consolidated their empire all the way to Egypt and around the Levant. However, they had enough success here to build a canal under Darius’ rule. He built his canal where the Suez Canal is today, finishing the old canal of the pharaohs in the late sixth century (right before he attacked Greece).

Darius also tried to attack the Scythians north of Thrace right after he took over that part of Europa but he did not attack them for too long. Solely because he did not see any value in either conquering or keeping the land the Scythians lived in. Additionally, the Scythians also kept running from Darius during battle, according to Herodotus, and Darius said they gave up because of that. However, Darius likely gave up because he could not consolidate a strategic military point in Scythia since it was open plains and found no resources of value, so he let Scythia be. The rest of the battles between Persians and non-Greeks were likely just rebellions and dynastic struggles because Persia covered a lot of area and had the third largest empire in the ancient world. But once Cyrus and Cambyses conquered most of the known world for Darius and his ancestors, there was not much more to conquer besides Greece that the Persians knew about. I say this because the Persian Kings tried conquering everything besides Greece up to that point with even less success than they had at the Battle of Marathon.