Further to The Great Game and other adventures, a book recommendation: Quest for Kim: in search of Kipling's Great Game (Peter Hopkirk, 1996 - various editions inc. John Murray, ISBN-0-7195-5560-4). There's an extensive preview at Google Books. Its genre is travelogue / literary detection in which Hopkirk explores the roots of Kim, which is itself available in various editions at the Internet Archive and as Gutenberg EText-No. 2226. To recap briefly, Kim concerns an orphaned boy of Anglo-Irish parentage who grows up as a resourceful and multilingual street urchin in Lahore, until he is recruited and educated as a member of the British Secret Service, simultaneously acting sidekick to a wandering lama who is searching for the sacred "River of the Arrow".
Quest for Kim starts with historical context from Hopkirk's earlier The Great Game (espionage arising from British concern at the Russian empire's closer and closer encroachment toward the frontiers of India) as well as the origin of Hopkirk's own lifelong interest in the subject, formed while browsing in the Oriental book and antiquarian shops around the British Museum, such as Arthur Probsthain and those of Cecil Court. Hopkirk finds Kim to be strongly based on real persons and locations, While some are ambiguous and/or untraceable, others are clear, such as Kim's teacher Lurgan Sahib, who is based on the charismatic Simla jewel merchant Alexander M Jacobs (who also appeared as the subject of F Marion Crawford's 1907 Mr Isaacs, and as "Mr Jacob" in Newnham-Davis's 1898 Jadoo). Such bibliographic tips abound. For instance, Timeri N Murari's two sequels, The Imperial Agent and The Last Victory - which tell their stories extremely well, Hopkirk says - continue Kim's story, in which he becomes disaffected with British rule and ultimately dies in the Amritsar Massacre in 1919.
Quest for Kim is also rich in general historical background on India. Kim's journey from Lahore to Benares (now Varanasi) crosses what is now the Pakistan-India frontier and the locations of horrific massacres of refugees (fleeing in either direction) during Partition. The identification of Kim's school, "St Xavier's" with La Martinière, Lucknow, naturally leads to the latter's role during the 1857 uprising; and Hopkirk's search (unsuccessful) for Lurgan Sahib's shop in Simla (now Shimla) has many digressions to Simla's crucial role during the Raj as the summer seat of government, with its bizarre system of annual migration to and from Simla. I read Kim decades ago, too young to appreciate the cultural context, but it's not vital for reading Quest for Kim, which talks you through the story in enough detail to whet the appetite to read it in full. Definitely worth finding.
On Kiplingesque matters, the Telegraph just carried a story - "Alexander's army and the blondes of the Himalayas", also in the Irish Indepedent as Experts in bid to uncover a Great mystery - on the Himachal Pradesh village of Malana. This is one of various places said to have a population - "fair-haired and blue-eyed" - descended from soldiers of Alexander the Great's army, like those of the Kafiristanis in Kipling's The Man Who Would Be King. The news item tells of a Swedish-Indian initative to find out their origins, genetically and linguistically. Their language at least seems to have nothing to do wth Ancient Greek: although entirely different to that spoken in the region, it's a hybrid of Sanskrit and Sino-Tibetan languages (see Experts to study Alexander's 'last descendants' in Himachal, Jagdish Bhatt, Times of India, 29 July 2009).
Malana has a unique and highly insular culture whose basics haven't changed since it was documented in the 1911 A glossary of the tribes and castes of the Punjab and North-West frontier province. There's a modern documentary at Culture Unplugged, Malana A Lost Identity by Aparna Katara Sharma. Malana is certainly no Shangri-La, with fierce winters, and difficult interactions with the outside world arising from its various cultural taboos (centrally, the belief that all outsiders are unclean) - complicated by its reputation for producing high-quality cannabis. As described in this Guardian report, Valley of shadows (Adrian Levy and Cathy Scott-Clark, Guardian, 20 April 2002), this has created extreme tensions in the area.
I notice from the documentary, incidentally, that the Telegraph appears to be exaggerating. The blonde Malani woman in the photo illustrating its story - unfortunately not online - appears to be non-representative; although considerably paler-skinned than Indians in general, few Malanis are actually blonde, and they're generally less European in appearance than the people of Nuristan and the Pamirs, regions that saw far more extensive contact with eastward migrations.