Nope. The closest so far I'm aware of is a manga by the name of Historie, which follows the life of Eumenes, a general to Alexander.
The best we have are minor allusions to Greek and Roman mythology in stuff like Fate/Stay Night.
It's a historical period that the Japanese haven't really explored at all in their work.
They've done some good work on other periods of history (usually later), however. My current favorite is Vinland Saga, a work focusing on the year 1000 and the viking invasions of England.
Edit: I got my hands on volumes 1 and 2 of Historie. The art is a little lacking here and there, but it seems fairly authentic in its approach to its characters (so far Eumenes and Aristotle confirmed).
Also, I spy a cute lady in Greek armor 40 pages in.
Edit: Get ready for epic page-stretching action! I know this is manga, but it's definitely a rare treat to see some Ancient Greece in the medium.
And what looks to be Philip himself.