He is called as Sikander in India.

He does not find many references in the history books around here apart from what the western scholars have shared.

There is a new line of thought that Alexander stayed back in India after his conquests and became a benevolent leader and King who later was integrated into the Indian mythology as one of the demi Gods.

Can share link if interested.

While not contemporary to Alexander's actual life, he had a very positive reputation in medieval Islam. He is partly aided in this because he is mentioned by name in the Koran (although exactly where is, unfortunately, outside my rather limited familiarity with the Koran) and he continued to be important in Islamic myth. In some mythological traditions he's responsible for building the wall that sealed the demons Gog and Magog off from the world, a feature which sometimes appears in medieval Muslim maps.

The most enduring feature of Alexander's reputation you see in medieval Islam, though, is that he is the point of reference for what a great warrior/conqueror should be like. Much in the same way that Medieval Europe would describe someone as Augustus (like Philip II of France, for example) Islamic sources would use Alexander. Saladin, for example, was compared to Alexander with regard to his success as a warrior and conqueror as he constructed one of the largest medieval Islamic kingdoms.

Jerry Broton's History of the World in 12 Maps has a good discussion of medieval Islamic maps, including the Gog and Magog bit.

Anne Marie-Edde's biography Saladin contains some very interesting discussion of Alexander's reputation in contemporary sources and how it was applied to Saladin by medieval Islamic scholars and biographers.

Edit: I should say that I'm only really comfortable applying the above the Islamic thought in Syria and the Mediterranean in the 12th-13th centuries, I have no idea what it was like before or after that period.

As far as India goes, he never did reach beyond the Indus and hence did not figure largely in our history and legends (until later), but his successor states played a much bigger role in history.

According to S.N Sen in his "Ancient Indian History and Civilisation", he says and I quote "His (Alexander's) direct influence was imperceptible and vanished from India within a generation, but he did broadly affect Indian history."

S.N Sen then talks about how Greek Historians in Alexander's wake helped document the socioeconomic aspects of Ancient India.

The Persian view of him is probably largely negative. He burned Persepolis to the ground, looted Naqsh-e Rustam and many other major sites, and his destruction of the Persian archives is the probably the main reason why we basically don't have any substantial Persian primary sources for the era, and have to rely on Greek writers.

The damage he, or at least his conquest, did to Persian culture and civilization is likely incalculable.

There are quite a few references to Alexander the Great in Jewish literature (generally referring to him as Alexander the Macedon), but as far as I can find/know, none are contemporary. There are parts of the Book of Daniel (parts of which are possibly roughly contemporary) which are said to be alluding to Alexander the Great, but that can't be said for sure; no one specific is named in them, and in any case they don't reflect much of a bias for or against whomever is being spoken of.

There's a lot of info on perception of Alexander by the Jews in this comprehensive article: http://www.jewishencyclopedia.com/articles/1120-alexander-the-great.

The citations referred to as legendary in the link here are from the Talmud, which was mostly written in the 3rd-6th centuries CE. Josephus, who is cited as being the closest to historical, wrote in the first century CE, still long after the

It's hard to know exactly what to make of the later positive perception of Alexander, but it is very intriguing. The process of Hellenization was associated with the Jewish sect referred to by Josephus as the Sadducees, who were hated by both Josephus and the authors/compilers of the Talmud, yet Alexander is remember as a positive and legendary figure, and one who sought out the counsel of Jewish elders. Given the antipathy towards the culture Alexander brought to Ancient Israel, one would think that he would have been remembered unfavorably. Why was Alexander not associated with the hated Hellenizers? Does this make it more likely that he was, in fact, welcomed with open arms, and that he was friendly towards the Jews?