How much Adventure do you have appetite for ... ?
If you do a search there are a few threads on this topic.
Basically, the Russian border with GE and AZ are closed to non CIS passport holders.
The North Caucasus are 'OK', but you want to keep your wits about you. Dagestan and Chechnya are the most challenging, but I personally WOULD go back there if I was passing through the region. Adygeya, Kabardino Balkaria and Karachaevo Cherkessia should be no problem at all. North Ossetia will be heavily militarised, and covered in road blocks. Ingushetia is one area I would avoid.
Just be aware that when you go to Chechnya in particular, you are effectively entering a private fiefdom.
It will be a lot easier there is you speak Russian. If you dont speak Russian or have a fair bit of self confidence, stick to the part west of Ossetia
There are literally dozen and dozens of nationalities in that region sandwiched up against the mountains. Dozens of languages.
Dont be confrontative. There is a lot of machismo in the air down there. And they are inevitably more hard core than you are. Be open, be friendly, let them take you to heart and you should be fine.
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