Chinese mythology believes Buddha lives in the west, where India is now. It's believed there's a Western Paradise there where Buddha reigns.

Journey to the West was written based on this.

Not sure if this is what you were talking about, but many European Christians believed that there was a king named Prester John ruling a Christian kingdom in Africa. When Jerusalem wasn't doing so well, the king's of Jerusalem actually tried to revitalize the spirit's of their subjects by saying Prester John needed their help. When a Nestorian Christian Mongol, Toghrul, marched west and conquered Persia, some Europeans first thought that the Mongols were actually the children of Prester John.

http://en.wikipedia.org/wiki/Prester_John if you're interested.

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