Or more to the point, what are some good (English language) resources on the subject? How much do we really know? Did anything survive into the modern era (culturally or linguistically)? I just finished Alexander at the World's End by Tom Holt and I'm intrigued.
Unfortunately, we don't really know. Most of the texts that might have conveyed narratives of Bactria do not survive, or only in summary form. Our best evidence comes from the study of Bactrian coins. The rampant looting of the region unfortunately pollutes the evidence by muddying the origins of specific specimens. If you want a good resource on those, and the difficulties surrounding Bactrian historiography in general, I suggest Frank L. Holt's Lost World of the Golden King.
Oh, another great resource on what we do know (not quite as obsessed with numismatics as Holt) is Rachel Mair's The Hellenistic Far East.