Alexander the Great (20/21 July 356 – 10/11 June 323 BC) was a historical figure who is best known for conquering everything from Macedonia (his homeland) to Egypt to Persia. He ruled the largest empire in the world and that had ever existed by that time.
Obviously, there are many works of AH about him and his conquests. What if he had lived longer? What if he had conquered India as well? What if he had died before he rose to power? These are all interesting PODs that could have changed the history of the world greatly :
Livy, an ancient Roman historian, remarked on Alexander the Great in what is often called 'the first alternate history'. His speculation about this concept can be found in parts 17-19 of book 9, found here.