"Under Octavian Greece continued to be ruled as one province of Macedonia. However, in 27 B.C. Achaia became a senatorial province in its own right. This new administrative area, under the governorship of a proconsul, consisted of an area which incorporated the Peloponnese, Attica, Boeotia, Aetolia, Thessaly and part of Epirus" (The Book of Acts in Its Graeco-Roman Setting, Chapter 12, section on Achaia)
Achaia was one of the four provinces on which the Apostle Paul focused the majority of his evangelist efforts (the others being Asia, Macedonia (northern Greece) and Galatia). He wrote his first two epistles, the first and second book to the church in Thessalonica, from this area of the world.
The ancient area of Illyricum (Dalamatia) was not considered a part of Greece in the first century A.D. The modern country of Albania contains much of the territory of this old province. Illyricum, which became a Roman province in 167 B.C., is one of the earliest Rome formed outside of Italy (the earliest being Sicilia in 240). In 10 A.D. it was split into two provincial areas, Pannonia in the north and Dalmatia in the south. The New Testament does not record the names of any cities within Dalmatia (Illyricum). The province is referenced only twice in the KJV Bible.
10. For Demas has forsaken me, having loved this present age, and has gone to Thessalonica; Crescens, to Galatia; Titus, to Dalmatia (2Timothy 4:10, HBFV)
18. For I (the Apostle Paul) will not presume to speak about anything that Christ has not worked out by me for the obedience of the Gentiles, through word and work, 19. Through the power of signs and wonders, in the power of the Spirit of God; so that in a circuit from Jerusalem to Illyricum, I have fully preached the gospel of Christ (Romans 15:18 - 19)
The people of Dalmatia were known to be brave and warlike, and caused the Empire a good deal of trouble.
Macedonia, located in the northern part of Greece, is found twenty-eight times in the KJV New Testament. It became a Roman province in 147 B.C. One year later, the region known as Epirus was incorporated in Macedonia and stayed within the provincial boundaries well past the first century A.D.
New Testament cities within this area include Berea (Acts 27:10, 13, 20:4), Thessalonica (the capital city - Acts 17:1, 11, 13, etc.), Philippi (Acts 16:12, 20:6, 1Corinthians 16:24, etc.), Amphipolis (Acts 17:1), Appollonia (Acts 17:1), Neapolis (Acts 16:11) and Nicopolis (Titus 3:12, 15).
Macedonia (which is still part of modern-day Greece) is well known, in part, due to its link with Alexander the Great as the third great world power revealed in Babylonian King Nebuchadnezzar's and the prophet Daniel's dreams (Daniel 2, 7, 8). During his fifth and final missionary journey the Apostle Paul stays, for a short period, in Nicopolis and writes the epistles of 1Timothy and Titus. He then leaves to fulfill his goal of preaching the gospel in Spain (Romans 15:24, 28) and (highly likely) Britain.