Azerbaijan
Azerbaijan is a country variously considered part of Central Asia or Southwestern Asia, with a shore on the Caspian Sea, with major borders with Iran and Russia, and regional, sometimes tense borders with Armenia and Georgia. A small part, north of the Caucasus Mountains is considered in Europe. The majority of its people are ethnically Turkic and religiously Muslim.
It had a short period of independence between from 1918 to 1920, when Armenia, Azerbaijan, and Georgia split from the Ottoman Empire after the First World War. It regained its independence after the collapse of the Soviet Union in 1991. Note that it has a signficant border and separatist issue with Armeni over Nagorno-Karabakh, which is is inside Azerbaijan but largely settled by Armenian-identified people.