New Delhi, Dec. 2 -- We leave our comfortable Mercedes minivan and jump into a Lada taxi to drive to the famous mud volcanoes of Gobustan in Azerbaijan. My husband and I are amused both by the battered car-a relic of former Soviet rule-and the suicidal speed at which the driver drives. Completely unfazed by what the speedometer shows or the non-existent roads, he chats away with our guide sitting beside him. Leaving Baku, we hurtle past low-lying hills and miles of barren land till we arrive at a handful of parked Lada taxis that herald our destination.

"This surface probably comes closest to that of Mars," says Elnur, our guide, as I stand atop a small mound peering into its large cavity. At regular intervals, a big bubble forms on the ...