Alexander Nikolaev has an article coming out in Greek, Roman, and Byzantine Studies highlighting the influence Persian myth — specifically, Achaemenid Persian myth (!) — may have had on one facet of Greek myth. Here’s the abstract:
This paper shows that there is a discontinuity in the representation of Argus, the guardian of Io: while in the earliest literary source, the Aegimius ([Hes.] fr. 230 Most), and in the sixth century iconography (LIMC V 664.1, 667.31) we find the conception of Argus as a two-faced monster with four eyes (three according to Pherecydes fr. 66 Fowler), all fifth-century and later sources depict Argus as a giant with thousands of eyes dappling his entire body (Bacch. 18.19-25; Aesch. Suppl. 305; [Aesch.] Pr. 568, 677, etc.). The time period in which this sudden change is observed suggests the following hypothesis: the image of the myriad-eyed cowherd was imported from Achaemenid Iran. Around the turn of the fifth century Greek craftsmen of all kinds had access to the court of the Persian king and it is precisely at that time that a considerable Iranian influence on Greek philosophy and literature can be detected (as shown, above all, by W. Burkert and M. L. West). It is argued that the source for the many-eyed representation of Argus in the fifth century was the Iranian deity Miθra who had a cult in Persepolis: Mithra’s standing epithet is ʻhe who has ten thousand eyesʼ. In Avestan texts Miθra is said to be all-seeing and ever awake, just like Argus, and his vigilance is repeatedly emphasized. Another epithet of Miθra is ʻlord of wide pasturesʼ; he is the quintessential guardian. Miθra is associated with starry sky just like Argus. Given the prominence of the cow in Zoroastrianism, it becomes possible to propose a scenario in which a Greek in the sixth century could have acquired an incomplete picture of a Persian triad corresponding to Zeus, Argus and Io, where Argus matches Miθra, the myriad-eyed cowherd.
This article looks fascinating to me. The Achaemenid Empire was the Persian empire founded by — you guessed it — Cyrus the Great. Further, it provides evidence for the appeal of Persian religious thought: not only did it influence Judaism, it also apparently influenced Greek religious thought.