The Caucasus usually refer to the three countries of Georgia, Armenia, and Azerbaijan, which I visited in April 2019. All three were former republics in the old USSR. The Caucasus also refer to the mountain range at the northern borders of Georgia and Azerbaijan, which also extend into Russia. Georgia
After landing in Tbilisi, Georgia, I took trains east to Baku, Azerbaijan and south to Yeravan, Armenia. Then I generally took day tours, usually by taxi, to outlying areas. My favorite trip was to the border with Russia, high into the Caucasus Mountains
Georgia, with 27,000 square miles, is about half the size of Wisconsin, and it has nearly the same population. However, much of it is mountainous or hilly, so its actual population density is higher than Wisconsin's. Its most famous "native son" was Josef Stalin. Though castigated throughout the world (who wouldn't despise a man who said, "A single death is a tragedy. A million deaths is a statistic."), Stalin is still revered by many in Georgia.
Tiny Armenia, a bit over a quarter the size of Wisconsin, packed a lot of punch in history for its size. It has three million people, but would have had more, as Turks killed over a million Armenians early in the 1900s. To this day, Turkey denies that happened--notwithstanding overwhelming evidence. Many fled to avoid death, some to the United States. Almost all Americans with a surname ending "ian" have Armenian heritage--including Cher (Sarkisian). Though loaded with beautiful old monasteries and churches, my favorite sight there was the incredible view of Mt. Ararat, actually just across the border in Turkey.
Because of its odd name, I have always been intrigued by Azerbaijan--so, of course, I had to visit it. It did not disappoint. It has lots of oil. REALLY lots of it, and it shows in the enormous amount of fanciful new construction. And the best is yet to come, a just-begun complex of many buildings just outside the capital, Baku, one of which will be the tallest building in the world--at nearly 4,000 feet high. For its sake, oil prices better not collapse.
Azerbaijan is a bit more than half the size of Wisconsin, and it has 10 million people, 97% of who are Muslim.
Do you want to visit the "Old Country," seeing lots of neat old buildings with tons of history--but don't wish to spend a fortune on a riverboat cruise on the Rhine or Danube (and being exposed to the insufferable snoots and/or jerks you are bound to endure for an agonizing week or two)? Then go to the Caucasus, take local buses, trains, and taxis and private cars--and save tons of money and have more fun. Of course, it might be a bit more precarious, but, hey, as George Carlin often said, "Live a little and take a XXXXing chance!"