Somehow I ended up on the Wikipedia entry about the Edicts of Ashoka when this part caught my eye:
It is not clear in Hellenic records whether [emperor Ashoka's buddhist] emissaries were actually received, or had any influence on the Hellenic world. Some scholars, however, point to the presence of Buddhist communities in the Hellenistic world from that time, in particular in Alexandria (mentioned by Clement of Alexandria). The pre-Christian monastic order of the Therapeutae may have drawn inspiration for its ascetic lifestyle from contact with Buddhist monasticism, although the foundation and Scriptures were Jewish. Buddhist gravestones from the Ptolemaic period have also been found in Alexandria, decorated with depictions of the Wheel of the Law. Commenting on the presence of Buddhists in Alexandria, some scholars have even pointed out that "It was later in this very place that some of the most active centers of Christianity were established."
What do we know about these buddhist communities in Alexandria and other parts of the ancient mediterranean world? How are the buddhist beliefs described? Do any of the sources give their opinion about buddhism?
EDIT Found this in another wiki.
Roman historical accounts describe an embassy sent by the "Indian king Porus (Pandion (?) Pandya (?) or Pandita (Buddhism) (?)) to Caesar Augustus sometime between 22 BC and 13 CE. The embassy was travelling with a diplomatic letter on a skin in Greek, and one of its members was a sramana who burned himself alive in Athens to demonstrate his faith. The event made a sensation and was described by Nicolaus of Damascus, who met the embassy at Antioch (near present day Antakya in Turkey) and related by Strabo and Dio Cassius. A tomb was made to the sramana, still visible in the time of Plutarch.
I can't say much about this however it is often thought that there is some form of interaction between Buddhist and and the philosophy of Plato (and consequentially the neo-Platonist). And from my (admittedly very limited knowledge of Buddhism), when reading the analogy of the cave I can see why people draw the comparison and posit cultural interaction so often.
Book to look at McEvilley (2002) The shape of ancient thought : comparative studies in Greek and Indian philosophies.