Normally these 4 countries are included in Caucasian Region:

Russia
Georgia
Armenia
Azerbaijan

Note that Russia is included in North Caucasus also called Ciscaucasus or Ciscaucasia and the other 3 countries are in the South Caucasus which is also called Transcaucasus or Transcaucasia

For List of all countries Countries, Capitals, People/Demonym/Gentilic, Currencies, Coins and Languages Click Below

Countries, A to K (1 to 93)

Countries, L to S (93 to 159)

Countries, S to Z (160 to 193)

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Asia, North Asia, South Asia, South East Asia, Central Asia, Middle East, Far East, East Asia, West Asia , Caucasus,

Australasia,   Polynesia, Melanesia, Micronesia, Oceania

Europe, Balkan States, Scandinavia, Nordic Countries, Baltics,