See the prehistoric petroglyphs at Gobustan National Park;
Gobustan State Reserve is very rich in archeological monuments, the reserve has more than 6,000 rock carvings, which depict primitive people, animals, battle-pieces, ritual dances, bullfights, boats with armed oarsmen, warriors with lances in their hands, camel caravans, pictures of sun and stars, on the average dating back to 5,000-20,000 years.
Learn about the mud volcanoes and their healing properties; The strange mud volcanoes of Azerbaijan are a bizarre natural phenomenon in the desert near Baku. you shoud see them :D
Visit the Zoroastrian fire temple of Ateshgah; you will learn how hindu merchants worshiped to fire in this area.
Explore the fire mountain of Yanardag. that fire is burning for decades, discover why Azerbaijan is called Land of Fire!