Before Yudhishthira's Rajasuya, the four other Pandavas extract tribute from the kings in all cardinal directions. Arjuna travels north, Bhima east, Sahadeva south, and Nakula west.
In this section of the Mahabharata, Arjuna travels north of the Indian subcontinent into central Asia, and possibly even beyond.
Then the son of Indra, endued with great prowess, after pressing them with great force, brought the Valhikas [Balhikas or Bactrians of Central Asia] always difficult of being vanquished, under his sway. Then Falguna, the son of Pandu, taking with him a select force, defeated the Daradas along with the Kambojas [Afghans or central asians]. Then the exalted son of Indra vanquished the robber tribes that dwelt in the north-eastern frontier and those also that dwelt in the woods. And, O great king, the son of Indra also subjugated the allied tribes of the Lohas, the eastern Kambojas, and northern Rishikas [beyond Bactria]. And the battle with the Rishikas was fierce in the extreme. Indeed, the fight that took place between them and the son of Pritha was equal to that between the gods and the Asuras in which Taraka (the wife of Vrihaspati) had become the cause of so much slaughter. And defeating, O king, the Rishikas in the field of battle, Arjuna took from them as tribute eight horses that were of the colour of the parrot's breast, as also other horses of the hues of the peacock, born in northern and other climes [climates] and endued with high speed. At last having conquered all the Himalayas and the Nishkuta mountains, that bull among men, arriving at the White mountains, encamped on its breast."
Where are the Nishkuta and white mountains?
Interestingly, after Arjuna crosses the white mountains, he encounters kingdoms inhabited by celestial races:
That heroic and foremost of the Pandavas endued with great energy, crossing the White mountains, subjugated the country of the Limpurushas [Kimpurushas] ruled by Durmaputra, after a collision involving a great slaughter of Kshatriyas, and brought the region under his complete sway. Having reduced that country, the son of Indra (Arjuna) with a collected mind marched at the head of his troops to the country called Harataka, ruled by the Guhakas [Guhyakas or Yakshas]. Subjugating them by a policy of conciliation, the Kuru prince beheld (in that region) that excellent of lakes called Manasa and various other lakes and tanks sacred to the Rishis. And the exalted prince having arrived at the lake Manasa conquered the regions ruled by the Gandharvas that lay around the Harataka territories.