Rome was an up-and-coming city state in Alexander’s day, and would have given him a challenge. The later Romans always boasted that had he turned West he would have found Rome a harder nut to crack than Persia ... of course, he would have done so, but at a cost to both sides ...
When Great Al's dad conquered the city-states of Greece, he knocked them off on his own schedule, or if they came to him, and was victorious either way. That's interesting in another context, which is, during his first few years of conquering Persia, Alexander faced a lot of Greek soldiers who'd either grown up under Persian rule, or were mercenaries.
My guess is, Alexander would have taken the city-states one by one, gobbled them up, and wiped out armies arrayed against him. But of course, we'll never know.