Just 10 kms from Sanchi is a place called Videsha. In ancient times this place was called the Besnagar and was one of the largest town in the area. It was from that the wife of Ashoka came who later became the mother of Mahendra became messenger of Buddhism and went to Sri Lanka to preach Buddhism. Videsha was an important township during Ashoka's time. In the period that followed Videsha was destroyed three times. In Videsha one can go for the Heliodorus pillar, Udaigiri caves. Heliodorus was a Greek ambassador of Taxila. To celebrate his conversion into Hinduism a pillar was erected which is dedicated to Lord Vishnu. This pillar is known as the Khamb Baba and is worshipped by the local fishermen. The Udaigiri caves are cut into sand stone hills.
There are about 20 such caves shrines, which were carved during the 320 to 606 AD.