Alexander the Great fathered both legitimate and illegitimate children by various women. It seems he dabbled with men too, which was/is not uncommon.
In the movie Alexander, the king has three lovers portrayed: One is his wife and queen, Roxanna of Bactria. With her, he had a heterosexual relationship based purely on physical lust and political necessity. Another lover is Hephaestion, who is Alexander's best friend since childhood and whom he deeply loves as an extension of himself. With him, he had a homosexual relationship based on loyalty, admiration and strength.The third relationship was with Bagoas the eunuch. Oliver Stone's implication was that because Bagoas had been castrated, he was neither a man nor a woman. He was "neutral" or neutered. Because Bagoas was of no consequence, neither devious nor intelligent, he was essentially a loyal plaything for Alexander. Stone did not consider Alexander's relationship with Bogoas to be homosexual or heterosexual. It was neutral. Thus, in the film, Alexander and his generals are portrayed as sexually complex people (in one flashback scene, Alexander's father rapes a male servant) who regard gender as being irrelevant to sex. Compared to some of the others in the film, Alexander shows sexual restraint.