Hephaestion accompanied Alexander's campaign in Asia from the very beginning, fighting in the Companions Cavalry Unit. Passing through the city of Troy, Alexander and Hephaestion honoured the sacred tombs of the hero Achilles and his close friend Patroclus, assuming in the view of the whole army, the nature of the relation they shared. After the Battle of Issus, Alexander and Hephaestion went to inspect the spoils of war, which included King Darius's baggage train, family and royal harem. One of the best-known episodes of Hephaestion's life takes place when they both met Stateira and Sysigambis, Darius's pregnant wife and mother. Looking at the two men, the queen mother paid her respects first to Hephaestion, who was the taller and by Persian standards more impressive of the two. The king corrected her by saying "Don't worry, he too is Alexander".
Before the India invasion and the crossing of the Hindu Kush mountains, in modern Afghanistan, Alexander made Hephaestion a chiliarch and vizier, recognizing him as second in command. During the India campaign Hephaestion again assumed military responsibilities in the vanguard, bridging rivers and leading one Companion squadron in the Battle of Jhelum.
Back in Susa, capital of the Persian Empire, Alexander married Darius's daughter Stateira and gave her younger sister as a wife to Hephaestion, making him his brother-in-law.
In the autumn of 324 BC, Alexander's army was stationed in the city of Hamadan for the winter. Hephaestion fell sick during the games that were being held for the court and died a week later. Described symptoms are compatible with typhoid fever, but the possibility of poisoning was never ruled out. As Alexander's favourite and intimate friend, his political enemies must have abounded. Whatever the cause, Alexander is reported to have gone mad with grief, shaving his head, as well as the manes of the army horses, cancelling all the festivities, and, legend says, crucifying the attending doctor. He set out immediately for Babylon with the body, where he held fabulous funeral games in his memory. It was determined that Hephaestion should be worshiped as a divine hero. A huge funeral memorial was still being built in Hephaistion's honour, when Alexander himself died, a few months later.
Plutarch, Life of Alexander. Oxford Classics
Robin Lane Fox, Alexander the Great. Penguin Publishers