Xiongnu vs. Germanic tribes would be a possibility, and no I'm not suggesting the Huns were Xiongnu. Nomadic peoples have always been able to fight wars over long distances. Combine this with ponies, and you have empires like the Mongol Khanate. The same could have happened during ancient times. I would suggest that the most distant possible war would be roughly 7000km.
This would have been virtually impossible. The Xiongnu, which was multiethnic, was much more focused on confronting the Han to the south through an extensive war that essentially lasted for over two centuries, and was eventually weakened further due to an additional civil war. Other nomadic entities spanning Central Asia were also split among several entities, such as the Xianbei (Rouran and Northern Wei), Göktürks (Eastern and Western), and the Mongols (Chagatai, Golden Horde, Ilkhanate, and the Yuan), not to mention that various entities split off from their eastern counterparts after migrating west (Huns, Avars, Magyars, Khazars, etc). Even if an eastern entity successfully managed to expand west, it would have been extremely difficult, if not impossible, to deduce that they were one and the same, as they would have been ethnically diverse, and logistics would have made it for likely for a frontier region to declare independence. For example, it's disputed whether the Rouran and the Avars technically resembled the "same" entity.
As a result, Alexander's campaign in India essentially demonstrated the limits of what would have been possible in terms of distance during ancient times.