The Caucasus is a mountainous area nestled between the Black Sea and the Caspian Sea, consisting of southern Russia, Georgia, Armenia, and Azerbaijan. This transitional region has a foothold in both Eastern Europe and Western Asia, but is generally viewed as part of modern Europe. Covered in some of the world's most stunning alpine landscapes, Caucasus is home to Mount Elbrus, the highest mountain peak in Europe.
In many ways, Caucasus is comparable to the Balkans: it is a patchwork of ethno-linguistic groups, sits at the intersection of Christian and Muslim cultures, and has suffered ethnic instability for most the 1990s and early 2000s. At present, these lingering geopolitical issues are strategic and long-term in nature, so they do not ordinarily affect the day-to-day safety of visitors, which can vary from country to country.
Today Caucasus is an emerging tourist destination but this, too, varies by area. Although Russia receives more visitors than any other country in the region, only a small fraction of this vast country is in the Caucasus. Among countries entirely in the Caucasus, as of 2015 Georgia leads the pack in terms of the number of visitors received.
The countries and territories of the Caucasus are all isolated but ancient lands inhabited by what is likely the world’s most ethnically diverse region. All of the places mentioned here were annexed by the Soviet Union at some point, only to gain independence in the 1990s. Unfortunately since then the area has witnessed several ethnic conflicts, civil wars, and other conflicts both between and inside states. Several regions such as Abkhazia, South Ossetia, and Nagorno-Karabakh gained de facto independence this way, but few nations recognize the legitimacy of these places. These geopolitical problems are strategic and long-term in nature, so they do not ordinarily affect the day to day safety of the region's visitors.
While traveling to the region, expect to meet friendly locals, eat food like none other on earth, and witness breathtaking mountain vistas. But make no mistake - the area has its downsides. With the exception of Georgia, in most Caucasus countries you should expect bureaucratic visa procedures, corruption and ineffective police. Oil-rich Azerbaijan is essentially an authoritarian regime supported by oil wealth. Armenia is moderately free but nevertheless dysfunctional and often viewed as a Russian client state. In the region, Georgia is arguably the most democratic and safe, but you must stay away from the separatist regions, which are controlled by Russian border guards. For entry into Russia itself, expect extensive bureaucratic work to obtain a visa. Most Westerners will likely be under close scrutiny of the Russian government due to ongoing political tensions over Ukraine.
The Caucasus is one of the most complex linguistic regions in the world, containing more than 60 languages from five distinct language families. This linguistic diversity in and of itself is a major draw for anyone interested in linguistics, but it also lends the region one of its most alluring charms - cultural diversity. Since the end of the Soviet Union, the Caucasus has become decidedly less cosmopolitan as ethnic groups have migrated to their "heritage" countries. This ethnolinguistic segregation has been especially deep where there has been ethnic conflict, such as between Armenians and Azeris, Abkhaz and Georgians, and Ossetes and Georgians. Because of this trend, there is less inter-ethnic interaction and therefore people are less multilingual than in the past.
Since the Soviet collapse, national languages are becoming ever more important to travelers in the region but Russian remains the most useful common language throughout. In Georgia the current trend is for English language study to displace Russian, especially among the youth. As a rule, across the region older people are more likely to speak Russian while younger people are more likely to speak basic English or no foreign language at all. Similarly, citizens who are ethnic minorities within their country are more likely to speak Russian because it is a means of inter-ethnic communication.
Border crossing is generally difficult throughout the Caucasus. Both the Russian-Georgian border near Kazbegi (open since 2012) and the Russia-Azerbaijan border are only open for citizens of CIS countries. For non-CIS citizens, there is no way of entering/exiting Russia through the Caucasus.
UPDATE: THIS IS NO LONGER THE CASE; both the border crossing at Verkhniy Lars (near Kazbegi, using the Georgian Military Road between Tbilisi and Vladikavkaz) and the border crossing between Azerbaijan and Dagestan, have been reopened for non-CIS/ex-Soviet citizens, providing at least two land based entry/exit points to/from Russia.
The Armenian-Azerbaijani border is closed because both countries remain at war. The Armenian-Turkish border is also closed due to tensions between both countries. To travel overland between Armenia and Azerbaijan and Armenia and Turkey, it is necessary to go through either Georgia or Iran.
Georgia's borders with Turkey, Armenia, Russia (only in Upper Lars) and Azerbaijan are all open, making the country somewhat of a regional transit hub for the Caucasus. Since 2003's Rose Revolution in Georgia, bribes are absolutely not necessary for foreign travelers entering Georgia. However this cannot be guaranteed for Armenia and Azerbaijan.
Entering Azerbaijan with a used Armenian visa or vice versa could likely cause problems (suspicion) with border guards, but shouldn't prohibit entry. Nevertheless, it is recommended to visit Azerbaijan first and then Armenia, to avoid potential problems and a refusal of entry to Azerbaijan. However, you will not be allowed entry to Azerbaijan with a Nagorno-Karabakh visa (you can ask to get the NKR visa on a separate piece of paper, though), otherwise it would result with a permanent ban of entry to Azerbaijan.
Naxchivan (Azerbaijan) can be entered from Turkey and Iran.
Overnight trains travel between Tbilisi-Yerevan and Tbilisi-Baku. When traveling by rail, you have the option of rooms containing 4 beds (coupe, pronounced koo-peh') or 2 beds (SV, pronounced es veh). SV is a bit more expensive, but more comfortable and generally considered more safe from pickpockets.
There are direct bus services between Tbilisi-Yerevan and Tbilisi-Baku. If taking the air-conditioned bus between Tbilisi-Baku, bring a jacket! Buses also operate across the Russian-Georgian border, but are not an option for non-CIS country nationals.
If you would prefer a more social mode of transport, minivans (marshrutkas) operate across all open borders and throughout the entire Caucasus region.
There are direct flights between Tbilisi to Baku, Tbilisi to Yerevan. Expect no trouble at the airports--they are small and efficient.
Car rental is more expensive in the Caucasus than in the West, but car hire with a driver is quite affordable. For international travel, however, it will be necessary to pay for your driver's lodging unless he was already planning to make the trip.
Ski in two very beautiful ski resorts of Georgia. Bakuriani and Gudauri.
Relaxing on the Georgian beaches on the black sea in Batumi, Kobuleti, Ureki, Gonia etc.
The Georgian "Khinkali" and "Khachapuri"!
The Azerbaijanian "Yarpaq dolmasi, goy qutab (green qutab), et qutabi (qutab with meat) etc." If you love meat, eat "Kabab, dushbara" (dushbara it's good to eat in cold weather).
The drinks of note in the Caucasus are Georgian wines, Armenian cognac (brandy), and Russian vodkas. Local beers throughout the Caucasus are excellent values.
Especially tasty Georgian wines:
The Caucasus is a tinderbox of age-old rivalries, some frozen, some very hot indeed. Fragile ceasefires are more or less holding in Georgia's disputed regions of South Ossetia and Abkhazia (which are both quite dangerous), as well as the border between Azerbaijan and Armenia, still officially at war over Nagorno-Karabakh.
However safety is not a serious issue to worry in Armenia and Azerbaijan if you are not too close to the border between the two countries. It is safe to visit even Nagorno-Karabakh from the Armenian side.
Outside of the areas close to the disputed territories of Abkhazia and South Ossetia, where the risk of violent crime and kidnapping is significantly higher, Georgia has one of the lowest crime rates in Europe. Georgians are a very hospitable people. That having been said, visitors are advised not to talk about Russia or the disputed territories. Hate against Russians is extremely high amongst Georgians, to the extent that such discussions may incite violence.
Chechen, Georgian, Armenian and Azerbaijani mafia groups are considered to be notorious in the former Soviet Union but are mostly centered in the Caucasian expat communities and are far from noticeable in their home countries.