Northern Israel fell to Assyrians 740 BC. Sparta, Greece conquered at the approximate time. When Samson died the Tribe of Dan conquered people in Northern Israel naming the new city Dan. When the city of Dan fell did the Danites then moved to Sparta conquering the natives? Research has shown Israelite graves in Sparta leading to treaties with Rome and Judea during the Maccabees.
I edited your question a little so it'd fit the site's format. Originally your question was whether they could have. Yes, technically anything is possible, so they could have. But is it plausible? Significantly less-so, and I'll explain:
While we cannot say with utmost certainty that we have found every ancient record from that time period, we don't currently have any clear, straightforward sources that state that the Danites invaded Greece and took over Sparta (personally, I'm not entirely sure why you suggested the Danites of all tribes. I would have put it to the Zebulunites or the Asherites, who were more likely to have been actual sea-faring tribes).1
There is a teeny bit of evidence from Tanach:
Joel 4:6 mentions that people from the Kingdom of Judah had been sold to יונים. Sefaria translates that word as Ionians. Whether this is the correct identification of the group is of course debatable, because יונים are commonly identified with the Grecian people as a whole. But in any case, neither is this a full-blown invasion nor is it by the Danites, or anyone from the Kingdom of Israel, for that matter.
Ezekiel 27:19 states "וְדָן וְיָוָן מְאוּזָּל, בְּעִזְבוֹנַיִךְ נָתָנּוּ; בַּרְזֶל עָשׁוֹת קִדָּה וְקָנֶה, בְּמַעֲרָבֵךְ הָיָה". On the face of things, it seems that the Danites (ודן; and Dan) are mentioned here, trading alongside Greece (יון). However, in context this interpretation doesn't make much sense because all the other names are place-names. The distinctions between ethnic groups and places is made by usage of terms such as 'nesi'ay' (princes of) or 'bnei' (sons of). It's possible that this is a reference to the City of Dan in northern Israel, but then why would Dan be paired with Greece? All pairs mentioned in the chapter are places that neighbored one another. For these reasons, I think the verse was interpreted both by Sefaria's translation and some commentators as referring to a place called ודן, "Vedan".2 By the way, trading ties between the Levant and Greece during the Late Assyrian and Babylonian periods are also evidenced in archeological. See here for example.
The strongest basis for an ethnic connection between Sparta and the Nation of Israel comes from the story of the attempted treaty between the Maccabees and the Spartans during the 2nd century BCE. The story is brought both in Maccabees 1 and Antiquities of the Jews. The Spartans had first reached out for a treaty during the time of the High Priest Chonyo (Onias) some decades prior:
"King Arius of Sparta to Onias the High Priest, greetings. We have found a document about the Spartans and the Jews indicating that we are related and that both of our nations are descended from Abraham. Now that we have discovered this, please send us a report about your situation. In reply, we will send you a letter indicating that we are willing to share our possessions, including cattle and property, if you will do the same. We have given orders to our ambassadors to give you a full report about these matters." (Maccabees 1:12:20-23)
This is a very interesting claim, discussed a bit further in the various answers brought to this question.3 With that said, we must ask: If the Spartans were actually Danites, shouldn't they have leaned on that as basis for a treaty with Judah? Why claim cousinship via Abraham if you can claim brotherhood via Israel? The Jewish reply, likewise, makes no mention of such brotherly-tribal connections. So it seems that neither group, during the 2nd century BCE, was aware of this hypothetical closer connection.
On to archeological evidence: The City of Dan was most prominently excavated by the late Avraham Biran. Currently Yifat Thareani is in the process of continuing and publishing his work. She believes that though the city was destroyed during the initial Assyrian conquest, it was subsequently rebuilt as an Assyrian governmental center. Further archeological evidence shows that the people of Dan and neighboring sites were not exiled. This falls in line with Dan's lack of mention in the list of places in the Galilee exiled by the Assyrians (Kings 2:15:29) (see here and here for example). I believe it goes without saying that neither is there evidence that the people of Dan simply up and left, moving westward towards the sea and from there towards Greece.
On the Grecian end (i.e., in Greece itself), there is evidence for ties between Grecian peoples and the Phoenicians (for example), but nothing, from what I can tell, of Israelites and Greeks.
So, in short, I don't think this thoery is really plausible at the moment. Perhaps one day we may yet uncover a strong piece of evidence for it, but that seems unlikely at the moment, from the sheer lack of evidence anywhere.
Side-note: It would be helpful if you could provide the sources you refer to in your question, as I did not manage to find any info on Israelite tombs in Sparta.
1 I am familiar with the conspiracy theory that the Danites were originally Greek before journeying to the Land of Israel in the Bronze Age or early Iron Age. Other than a single etymological connection (Dan-Danoi) there isn't any hardcore evidence for this. If it's because of the verse ודן למה יגור אוניות (Judges 5:17), a much more plausible understanding of the term יגור is fear; "why does Dan fear the ships?". See this post I wrote on the matter.
3 On the other, people don't always wonder why the Spartans even approached the Jews in the first place. We're talking about supposed genealogical relations that had branched out and separated thousands of years prior. Some scholars believe this letter was a forgery (for example).