Recently I went to Azerbaijan and stayed in Baku for several nights. Azerbaijan is one of the countries in the Caucasus region sharing borders with Russia, Georgia, Armenia and Iran. I found the country to be very affordable, staying in a nice hotel in Old Baku for around $25 per night. A tourist visa was required however it was easy to apply online for an e-visa at $20. They also have Uber there so it was easy to get around at a very affordable rate.
The first thing I went to see which was actually my primary reason to visit the country were the Mud Volcanoes of Gobustan National Park. 
The eerie landscape was incredible! They lie about 70 km north of Baku. A must see for travelers that enjoy surreal and unique landscapes.
The next place I went to was the Atashgah Fire Temple in Baku, which was a beautiful old Zoroastrian temple built in the 17th and 18th centuries.
A stroll through the Old City is a must when visiting Baku as well. I stopped at a restaurant called Rast that served traditional Azerbaijani cuisine and had some delicious lentil soup and meat saj.
The restaurant was right around the corner from The Maiden Tower, which is another must see attraction in Baku. 
The tower was built in the 12 century and is a UNESCO World Heritage Site. The purpose of the tower is a mystery with a number of different theories and legends with the most famous being that of the Fire-Coloured Hair Girl Saviour who saved the people from slavery.
The last place I went to was Yanar Dag. Here a fire burns on the hillside coming from natural gas. It is said that it was ignited by a shepherd’s cigarette back in the 1950’s.
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