Various sources reference that Alexander considered himself a Macedonian Greek representing all Greeks. In a letter to Darius Alexander says “Your ancestors came into Macedonia and the rest of Greece and treated us ill…”. “the rest of” shows that Alexander considered Macedonia and the rest of Greece as two parts of a whole Greek region.
When his generals protested Alexander’s decision to burn down the palace and temples of Persepolis “Alexander said that he wished to take vengeance on the Persians, in retaliation for their deeds in the invasion of Greece, when they razed Athens to the ground and burnt down the temples” though this may have been a political statement and not the real reason Alexander destroyed Persepolis, he said it as though the Persian destruction of Athens was a personal matter to him, an oddity if Alexander did not consider himself Greek.
Of course, there is nothing but circumstantial evidence in quotes and other sources mainly because it wasn’t really seen as an issue in the time of Alexander the Great and wasn’t in a discussion that was worthy of being written down.
The situation can best be explained and understood by looking at other Greek locations. The Sicilian city of Syracuse was founded as a Greek colony. The Syracusians had a distinctive culture that was unique to Syracuse, but they were also undeniably Greek. They spoke Greek; they worshiped similar gods, and they fought in a Greek style. They had an undeniably Greek culture. The same is true of Massalia, modern Marseille, which was a bastion of Greek culture in southern Gaul. They kept their Greek culture all the way to the time of Caesar.
The Ionian Greeks in Western Turkey were Greeks. Alexander’s fractured empire included Bactria, Seleucia, Egypt, and Macedon. All of these factions were known as Hellenic factions because of the overwhelming Hellenic influence of Alexander and his conquests.
Lastly, Alexander was ethnically Greek, and the modern inhabitants of the FYR Macedonia (FYROM) are overwhelmingly Slavic identifying as ethnically Bulgarians (i) (ii) in the late 1800's according to the country's former Prime Minister, Ljubco Georgievski. The Slavic people have a rich history, but that history did not begin in the Balkan region until about 1,000 years after Alexander’s death. The Slavic people originated far more to the north, in Eastern Europe and Russia, and only migrated to modern-day FYR Macedonia (FYROM) in the middle ages.
The debate may seem academic to some and wholly misunderstood or even frivolous by those outside of the Balkans, but for the peoples of Greece and FYR Macedonia (FYROM), it is still a live issue and one which raises strong emotions on both sides. No doubt the debates, claims, and counter-claims will continue unabated. Alexander, a giant of the ancient world, still has a massive effect even to this day.
Source: War History Online