The military success of Alexander and his early death lends itself perfectly to the realm of counterfactual history. No less than nine authors partook in the creation and propagation of Alexander counterfactual history. Our extant examples range from as early as the third century BCE to the sixth century CE. This paper examines first the scholarly debates surrounding the placement of Livy’s digression in his larger narrative, the objectives of Livy’s digression, and the reasons for its existence. It then turns to a discussion of the popularity and consistency of the Roman tradition of Alexander counterfactual history. The tradition not only attempted to represent Rome and Italy as places of relative international importance in the late forth century BCE but also served to compare a young Roman state, which would rise to dominance in the Mediterranean world, favorably to the mightiest conqueror in all of ancient history.