Baku is the capital and largest city in Azerbaijan. The city is the most developed city in the Caucasus (including Armenia and Georgia) and the luxuriousness and skyscrapers reminds of Dubai. Here’s an amazing list of things to do in Baku – the capital city of Azerbaijan. Where is Baku and how do I get there? Baku is reachable by flight, rail, bus and car. When driving can cross the border of Azerbaijan through Russia, Georgia, Iran and Turkey. Buses