I remember hearing a while back that a ruler of a state, I believed it was one of the Latin American states, had studied Alexander the great and tried to be like him by declaring war on all his neighboring states. Sorry for being vague but its been a while since I heard this and I can't remember much of the details
This sounds a lot like the Paraguayan war. Except Paraguay's leader, Lopez, was infatuated with Napoleon III, not Alexander.
As already mentioned, this is likely the Paraguayan War, also known as the War of the Triple Alliance. I can't find a source that states that Francisco Solano López, the Paraguayan dictator who initiated the war, studied or modelled himself on Alexander the Great. However, I found this passage in the wonderful At the Tomb of the Inflatable Pig by John Gimlette:
When a row broke out in Argentine Corrientes, he [Francisco Solano López] marched down to add his considerable bulk - and that of his piffling army - to an imbalance of power. Although not a shot was fired, the matter resolved itself triumphantly and López returned to Asunción as the 'Hero of Corrientes'. He was compared favourably with Alexander the Great by the hookwormed rabble - and by some of his own bleating pampleteers.
Please bear in mind that this book isn't sourced and is a travelogue rather than a history book. But it is still an excellent, well-written book with a good bibliography that blends the author's personal experiences of travelling through Paraguay with a explanation of the main events in Paraguayan history.
Source: At the Tomb of the Inflatable Pig, John Gimlette (2003) p57