Before Roman times Iran was named Persia, and was an important state.
Kings of that time are called the Achaemenids. They fought famous wars with Athens
etc., but they are only mentioned here if they are referred to in documents dealing
mainly with Roman history.|
Alexander the Great
destroyed the Persian empire and its people became a part of the Seleucid kingdom.
In 247/48 BC the Arsacids revolted and created a Parthian kingdom.
See further Parthia
This list is far from complete.
There is not always an 1:1 relation between a place etc. in Roman times and a name in our days.
Sometimes a people giving their name to a place and that place are combined.
Some names are followed by a link to a site with that title
I tried to find suitable sites in English, but did not always succeed.
If you know better sites, please let me know.