Zoroastrianism, or variants of it, had a spread that extended to the east of Iran throughout Central Asia, into India, and all the way to China, where it was known as "heaven worship". While there is enough material in Sogdian going back to the 4th century AD or so from China to confirm that they were Zoroastrian (literature in the form of conversations between Ohrmazd an Zoroaster, a popular format) we should understand Eastern Zoroastrianism to be a pluralistic, syncretic and multifaceted form of the religion, potentially incorporating elements of Buddhism, Hellenic religion, and traditional Chinese religion.

Apparently China had good relations with Persia from the mid-Parthian era, to the point that the remnants of the Sasanian dynasty fled there to serve as esteemed military commanders. Not much literature on this is accessible except in Chinese, unfortunately.

Related to this, the survival of Parsi communities in India should be understood to reflect the natural spread of the religion via migration and trade - not, as the traditional narrative suggests, refuge.

As far as I know, it is not attested (outside the Achaemenid elite) beyond Armenia and maybe Yemen, in the Western direction.