The most interesting aspect is how Hellenistic influence shaped Buddhist art.

It's believed that portraying the Buddha as a man is a direct consequence of Hellenic sculptures and how they often depicted deities such as Herakles. Previously, the Buddha was usually represented by a bodhi tree. However, after Alexander's conquests, sculptures, carvings, coins, etc. of the Buddha appear and the style bears a striking resemblance to Greek art. Even details like the Buddha's clothing appears to be derived from Greek himations. Additionally, sculptures of the standing Buddha had very realistic folds, which is definitely Greek influenced.

There are several books about this exchange and a recent article "When the Greeks Converted the Buddha: Asymmetrical Transfers of Knowledge in Indo-Greek Cultures" by Georgios T. Halkias