There are a few interesting theories being thrown about:
http://en.wikipedia.org/wiki/Out_of_India_theory
Interesting, but nuts.
The entire history of Eurasia (up to the last 500 years or so, when firearms finally gave civilized peoples the ability to effectively defend themselves) has consisted of invasions of the fertile and civilized south, west and east periphery by nomads from the dry and inhospitable center. (The northern periphery was the most inhospitable area of all.)
The Out of India theory envisions people intentionally leaving fertile and comfortable lands to invade dry and inhospitable ones.
Not gonna happen.