Macedonian rumor had it that Alexander was not the son of Philip II. This rumor was based on the main ground that Philip II had several official wives a fact which infuriated Olympias, Alexander's mother. Another cause is that Philip II's many sons wanted to inherit the title of King of Macedonia. He was also rumored not to look like his father.
In a classical way forward, Alexander or his admirers later spread the rumor that indeed with such victories, his real father had to be someone with a magic or divine profile. The real father identity was then rumored to be an exiled Pharaoh of Egypt who had indeed found refuge and protection by Philip II in Macedonia. This pharaoh is represented in middle-ages paintings as a half dragon. What was his name and how did he come to be believed to have magical powers?
Sources: Plutarch / Alexander. E.g., describing the feud at Philip's wedding:
At the wedding of Cleopatra, whom Philip fell in love with and married, she being much too young for him, her uncle Attalus in his drink desired the Macedonians would implore the gods to give them a lawful successor to the kingdom by his niece. This so irritated Alexander, that throwing one of the cups at his head, "You villain," said he, "what, am I then a bastard?"
Note: I am not considering the question of whether such a Pharaoh existed. Of interest is the story itself. Interesting enough that it inspired artists and philosophers. (Source: Peter Sloterdijk in 'Die schrecklichen Kinder der Neuzeit' — not translated in english yet.)