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In the final episode of the series, Janina Ramirez and Alastair Sooke set off on their most adventurous trip yet - to Baku, capital of Azerbaijan.

A former Soviet state, bordering the Caspian Sea, Baku offers a tantalising mix of the ancient and modern - at the crossroads of east meets west, on the ancient silk trading route. It is also an authoritarian state, where cultural life is tightly controlled. So, not their regular city break...

But it is a city looking westwards, eager to turn itself into a tourist destination. They discover a city for which oil has been both a blessing and a curse. The profits from oil transformed its architecture twice - first in the late nineteenth century, and again in the twentieth.

As a result, Baku is full of buildings that feel like 19th-century Paris, but also gleaming new structures by architectural stars like Zaha Hadid. And all around, the traces of Soviet rule offer other surprising clashes of art and architecture.

Nina and Alastair pick their way through this maze of influences and travel back in time, seeking the roots of Azerbaijani identity. Alastair visits the world's first museum devoted entirely to rugs while Nina marvels at stunning prehistoric rock art on the city's outskirts. Together they wander the medieval old city, discovering the early impact of Islamic culture.

And in the stunning Heydar Aliyev Centre designed by Zaha Hadid, they discover an exhibition devoted to Heydar Aliyev, president of Azerbaijan, whose government exerts a strong influence on the city's art and culture. But Alistair also meets Sabina Shikhlinskaya, an artist with a truly independent voice.

As night falls they discover why Azerbaijan is known as the 'Land of Fire' when they visit Yanar Dag, a spectacular ten-metre long natural gas fire which blazes continuously. And they end their visit to Baku with a performance of Maugham, Azerbaijan's ancient, haunting folk music, as they reflect on their time in a city that has fascinated and surprised them both.