Alexander the Great conquered the Persian Empire, and the inhabitants of Yehud (now Ioudaia) were ruled by various Greek Kingdoms: first the Ptolemies in Egypt, and then the Seleucids in Syria. Eventually they achieved brief independence, and established an independent Kingdom of Judea in the second century BCE. Although eventually subordinated to the Roman Empire, this independent kingdom lasted until the end of the first century BCE.
By the time Jesus was born (around 4 BCE), the kingdom had been broke up into smaller provinces under Roman control. This was the context in which the Jesus movement started, moving from the northern small province of Galilee down to the larger province of Judea.
After the death of Jesus, the movement spread outward, following the roads of the Roman Empire. By the death of the apostle Paul (in the 60s CE) it had crossed the Mediterranean world.
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