The most common destination for travelers moving on from Southern Russia is Ukraine, in particular the Crimea, which most Russians would consider to be rightly a part of Russia, as it is populated by ethnic Russians.
Unfortunately the most natural outward bound destination for travelers in Southern Russia, the Caucasus, is largely unreachable from this region as the borders with Georgia and Azerbaijan are closed to all third party nationals due to regional instability, military operations, and serious security concerns throughout the North Caucasus. However, in the summer it is possible to join the hordes of Russian travelers on a ferry from Sochi to the northeastern Turkish port of Trabzon and to take a bus from there to the Georgian border at Sarpi/Hopa.
