Concerning the icon of St. Sisoes staring over the dead bones of Alexander the Great, we do not know for sure if this depicts a historical event. We do not have a historical account of what the icon describes until its depiction first starts appearing in monasteries in Greece following the Fall of Constantinople in 1453.
The inscription on the icon reads:
Sisoes, the great ascetic, before the tomb of Alexander, King of the Greeks, who was once covered in glory. Astonished, he mourns for the vicissitudes of time and the transience of glory, and tearfully declaims thus:
'The mere sight of you, tomb, dismays me and causes my heart to shed tears, as I contemplate the debt we, all men, owe. How can I possibly stand it? Oh, death! Who can evade you?'
The astonishment of Sisoes has been an icon of contemplation for all Christians, especially for monastics, since the 15th century and has spread so much in popularity that it appears throughout hundreds of Greek churches and monasteries. Among the most famous come from Holy Trinity Monastery and Varlaam Monastery at Meteora, and Hosios Loukas. The site of the church where this icon usually appears is on the opposite side of the altar area as people exit the church, where also the Dormition icon of the Theotokos also appears. It is wisely placed here so Christians can contemplate death as they leave the church.
It is no coincidence that this icon became so popular after the Fall of Constantinople. Constantinople, once the seat of the Roman Emperor from the time of Constantine the Great, always looked to Alexander as one of the most exemplary of rulers. In fact, this was a tradition of all the Roman Emperors. The historian Dion Cassius (155-235 AD) reports that after Augustus had visited the body of Alexander in Alexandria, he was asked if he also wanted to visit the tombs of the Ptolemies, the sovereigns of Hellenistic Egypt. He refused, saying: "I came to see a king and not dead men". Roman universal rule was considered an inheritance of the Roman Emperors received through Alexander.
It is not implausible that the depiction of Sisoes lamenting over the tomb of Alexander is a historical event lost to us in document form but survives only in iconography. In many ways, the iconographic tradition is just as reliable historically as is a written document. Since Sisoes was a contemporary of the time of the destruction of Alexander's tomb, I would find it difficult to believe that such a wise disciple of Anthony the Great living outside Alexandria would not at least make some comment in this regard.
Sisoes lamenting over Alexander is also a lament over an ideology. It is not by coincidence that both men are known by the epithet "Great". At one time, during Roman rule that lasted over a millennium and a half, Alexander was an icon of the Empire, but now that the Empire was gone the Romans looked to monastics as the only hope for suffering Orthodoxy under the Ottoman Muslims. It is this outlook which formed the Orthodox mentality during this period. That is not to say that it did not exist before, since this was always a part of christian and monastic tradition, but now Sisoes stands over Alexander's dead bones alive and learning the great lesson of the vanity of worldly glory. Roman glory may have vanished, but the Kingdom of Heaven reigns forever.