Pyrrho of Elis (4th century BC) travelled to the East with Alexander, and his encounters with Hindus, Buddhists and Jains in India arguably had a strong influence later in the formulation of his own philosophy school: Pyrrhonism, an early form of skepticism.

And there's the long tradition of Greco-Buddhism, developed over roughly nine centuries, mainly in Bactria but spread back West through the Silk Road.

[Sources: "Pyrrhonism: How the Ancient Greeks Reinvented Buddhism", Adrian Kuzminski; "Greek Buddha: Pyrrho's Encounter with Early Buddhism in Central Asia", Cristopher Beckwith; "The Shape of Ancient Thought: Comparative Studies in Greek and Indian Philosophies", Thomas McEvilley]