Judaism was pretty strong in Yemen and Ethiopia for a while. Yemenite Jews were probably mostly immigrants, but Ethiopian Jews are genetically indistinguishable from the rest of Ethiopians.
Then you have Khazars, but that's a bit of a special case because they converted to Judaism to piss everyone else who wanted them to become Christian or Muslim. Also, it's not unlikely that they converted to Karaite branch of Judaism, which was at its peak in the Arab world at the moment and had a slightly different interpretation of Judaism, for example they rejected the Talmud and Mishnah on grounds that all Divine Law should be in Torah already and there is no reason to have any extra scriptures.