The story of Alexander the Great Some Western and traditional Muslim scholars identify Alexander the Great as Dhul-Qarnayn Peter Bietenholz argues that the story of Dhul-Qarnayn has its origins in legends of Alexander the Great current in the Middle East in the early years of the Christian era. According to these legends, the Scythians, the descendants of Gog and Magog, once defeated one of Alexander's generals, upon which Alexander built a wall in the Caucasus mountains to keep them out of civilized lands