The Greek researcher and storyteller Herodotus of Halicarnassus (fifth century BCE) was the world's first historian. In The Histories, he describes the expansion of the Achaemenid empire under its kings Cyrus the Great, Cambyses and Darius I the Great, culminating in king Xerxes' expedition in 480 BCE against the Greeks, which met with disaster in the naval engagement at Salamis and the battles at Plataea and Mycale. Herodotus' remarkable book also contains excellent ethnographic descriptions of the peoples that the Persians have conquered, fairy tales, gossip, legends, and a very humanitarian morale. (A summary with some historical comments can be found here.)
In 481/480, Xerxes was in Sardes, preparing his attack on Greece, when Greek spies were arrested. He allowed them to retuen home with a list of army units. This list can be found in Herodotus' Histories 7.61-87: it contains all contingents that were present in Xerxes' army when it assembled at Sardes, but it does not mention any army unit added to the army in Europe.
The same anecdote is told by Appian of Alexandria, about the Roman commander Publius Cornelius Scipio, who pardoned the spies of Hannibal (Punic Wars, §39).
The translation was made by Aubrey de Sélincourt.
Herodotus on the Greek Spies in Sardes
[7.146] [The Greek spies] arrived in Sardes and found out all they could about the king's army, but were caught in the process, questioned by the Persian army commanders and condemned to death. But when Xerxes was told that they were about to be executed, he disapproved of his generals' decision and sent men from his bodyguard with orders to get hold of the three spies, if they were still alive, and bring them before him. As the sentence had not yet been carried out, this was done; the spies were brought to the king, who, having satisfied himself about the reason for their presence in Sardes, instructed his guards to take them round and let them see the whole army, infantry and cavalry, and then, when they were satisfied that they had seen everything, to let them go without molestation to whatever country they pleased.
[7.147] After giving this order, he explained the purpose of it by pointing out that, if the spies had been executed, the Greeks would not have been able to learn in good time how incalculably great the Persian strength was - and the killing of three men would not have done the enemy much harm; but if, on the other hand, the spies returned home, he was confident that their report on the magnitude of the Persian power would induce the Greeks to surrender their liberty before the actual invasion took place, so that there would be no need to go to the trouble of fighting a war at all.