CITY OF WINDS The capital city of Azerbaijan, Baku is positioned on the shores of the Caspian Sea at the crossroad between Europe, Asia, and the Middle East. The destination is primarily known for its unique fusion of historical and modern architecture. Baku is one of the most up and coming tourist destinations and is an exhilarating mix of oil-driven progress and ancient Asian cultures. The city offers a fantastic mix of old and new with futuristic skyscrapers set against the ancient architecture of local mosques and other landmarks.