Video (fictional):
As on the list, R means I've read or seen it and recommend it.

There are now a ton of information sites about the new Alexander films on the horizon, but here's a list of other films that might be of interest, plus the recent batch and some links.

1956: United Artists, Alexander the Great, starring Richard Burton as Alexander ... a young Burton in a very bad wig.
1964: never-bought TV pilot, Alexander the Great, starring William Shatner (!) as Alexander and Adam West as "Cleander" (essentially Hephaistion)--was aired once on ABC in 1968.  I almost recommend this just for the camp factor!
1980: Greek director Thodoros Anghelopoulos filmed O Megalexandros, which won the Leone d'oro for Best Movie at the Venice Film Festival.  "The story tells about an old bandit, who has adopted that nickname, escaped from Athens' prision the night of the turn of the century and followed by some noble Englishmen, becomes a people's hero." (thanks Giuseppe)
1992/94: The Swordsman and Gladiator Cop, a film and its sequel in which Lorenzo Lamas plays a reincarnation of Alexander, seeking the Gross One's special sword, a  magicked weapon from Apollo (?!).  Didn't anyone tell them Greeks preferred the spear and Apollo used a bow?  But really, there's little 'history' to this pair besides the name of Alexander and a cameo appearance of the exhibition catalogue from The Search for Alexander.
2003 Alexander Anime?  Apparently so.  The same artist who created Aeon has decided to try his hand at Greek 'history.'  Looks more like Alexander meets Star Wars, frankly, and the episodes I saw had absolutely excruciating dialogue.
2004 Alexander the Great, directed by Oliver Stone with Colin Farrell playing the conqueror, Jared Leto playing Hephaistion, Angelina Jolie plyaing Olympias, Val Kilmer playing Philip, and Anthony Hopkins playing Ptolemy, and music by Vangelis.
2004 Alexander the Great of Macedonia, directed by Jalal Merhi with Sam Heughan to play the (boy) Alexander.  This film apparently concentrates on his youth and is listed by the Internet Movie Database as "filming."
2004? Alexander the Great, directed by T. Atcheson with Steven Stratos.  No further information except that the start date was supposed to have been October 2, 2002, so I'm dubious that it will go forward.
2005 Alexander Project, directed by Baz Luhrmann with Leonardo DiCaprio as Alexander, and Nicole Kidman as Olympias, with a rumored Mel Gibson as Philip.

Countdown to (Stone's) Alexander (fancy flash intro)
To bypass the flash, go HERE, site also has information about Troy

Official Warner Brothers Website for Stone's Alexander

Baz the Great (fansite with updates)

Books of Related Interest:

1958: R L. Sprague de Camp, An Elephant for Aristotle (Although set during Alexander's reign, he appears only at the very beginning.  Most of the novel has to do with transporting an elephant from India to Greece. Still, it's a good read.)
1966: R Mary Renault, The Mask of Apollo (Alexander has a walk-on cameo near the end) - IP
1966: Uriel Akavya, Achelev Azhochek (The Laughing Dog; juvenile fiction about the Cynic philosopher Diogenes; Alexander has a cameo [Hebrew])
1986: (Alison) Spedding: The Road and the Hills (A pseudo-Alexander called Ailixond, Lord of Safi.  Fantasy: two sequels)
1980s: Alexander is a recurring character (along with Caesar, etc.) in the "Heroes in Hell" series of braided novels, edited by Cherryh and Morris, et al. (SF/F)
1991: Gillian Bradshaw, Horses of Heaven (Set in the Greco-Macedonian Baktrian kingdom of the Hellenistic period; her prose is pristine, and I loved The Bearkeepers Daughter, but for some reason, this book didn't do as much  for me.)
1999-200?: R Thomas Harlan, Oath of Empire: Shadow of Ararat, Gate of Fire, Storm of Heaven  (Fantasy series of four proposed volumes.  I wasn't sure which list to put this on, since Alexander is indeed a character in the novels.  But since the time-frame of the story takes place in an alternate history of the 7th century AD Roman Empire, not Alexander's world, and he's only a tertiary character, it goes here for now.  The link goes to Harlan's website on the series.  Although I'm no real expert in the details of late antiquity, the social history aspects don't seem too bad.  It's certainly far better than David Gemmell's Lion of Macedon series.)
2004: Arthur C. Clark-Stephen Baxter: Time's Eye (SF/fantasy) Alexander appears in this first book of the A Time Odyssey series.  In some ways it's not a terribly flattering portrait of either he or Hephaistion, but the authors have done some homework, to be sure; has The Gross One allying with Genghis Khan.  They do not appear in the second volume, but may reappear in the third.

September, 2000: R A. B. Bosworth and E. J. Baynham, Alexander the Great in Fact and Fiction - Collection of essays edited by two established Alexander scholars, this is new from Oxford University Press (who can usually be trusted not to publish junk <g>).  The link goes to Oxford's page with a listing of the contents.
1994: D. M. Kratz, Alexander the Great in Literature and Legend - an academic exploration of fictional Alexander throughout history.  Begins with antiquity and follows through to the present.  (I've never actually seen this or been able to lay hands on it, and others who have looked for it haven't found it either.  But I did see a publishing announcement for it, so I don't know what happened.)

Music:
1986: Iron Maiden (hard-rock group) "Alexander the Great," Somewhere in Time (sound recording)