Yeah, he probably was a bit megalomaniac. From Wikipedia:
Alexandria, Egypt; Iskandariya, Iraq; Alexandria Asiana, Iran; Alexandria in Ariana, Afghanistan; Alexandria Bucephalous, Pakistan; Alexandria of the Caucasus, Afghanistan; Alexandria on the Oxus, Afghanistan; Alexandria of the Arachosians, Afghanistan; Alexandria on the Indus, Pakistan; Alexandria Eschate, "the Farthest", Tajikistan; Alexandria on the Latmos, Turkey; Alexandria Troas, Turkey; Alexandra Nicaea, Pakistan; Alexandria ad Issum, Turkey; Alexandria (Merv), Turkmenistan; Alexandrupolis, Greece; Alexandria on the Hyphasis, Pakistan; Alexandria in Susiana, Iraq.