Twenty years ago, the Supreme Council of Azerbaijan declared independence from the Sovier Union. The entire Soviet state was crumbling and the former Republic became independent countries.
Azerbaijan had a rocky start because of a war with neighbouring Armenia over the disputed Ngorno Karabakh region. It cost an estimated 30,000 lives, and the two countries are still officially at war right now. But oil an gas fines have pumped huge flows of money into Azerbaijan and Baku, its capital city.
To mark the anniversary of the independence of Azerbaijan, Sir David travelled to Baku to meet Ilham Aliyev, the country's president.
The president describes how the country has changed in the past 20 years, the conflict between Armenia and Azerbaijan, the upcoming Eurovision song contest which will be hosted by Azerbaijan, and the country's economic development.
Sir David is also joined by Osama Hamdan, a Senior Hamas official, who talks about the prisoner swap with Israel.
Peter Gabriel, the rock legend and founder of the rock band Genesis, joins Sir David to talk about his new album New Blood.
Also on this week's Frost Over the World: Osama al-Nujaifi, the speaker of the Iraqi parliament, and Karel Scwarenbergh, the foreign minister of the Czech Republic.