An oil field in a suburb of Baku, Azerbaijan's capital.

Azerbaijan ranks among the more entertaining countries I know, a fictional version of itself satirized by Gary Shteyngart in Absurdistan, where much raw intel might be gathered by a semi-bright backpacker.

Several years ago, I traveled to Azerbaijan and conducted interviews about oil revenue with people from the Open Society Institute while otherwise practicing the fine art of hanging out. In the vernacular of emerging-markets boosters, Azerbaijan is oil-rich and liberalizing, and Baku, the capital, is a boomtown along the New Silk Road. Put another way, Baku probably deserves its own Grand Theft Auto franchise.

When the Wikileaks cables dropped in November, a friend forwarded an item about a Baku-based drug dealer named Sabir Shaheen. "Though reportedly mild-mannered and well dressed, Shaheen is a well known mafia-like figure from Iranian Azerbaijan who reportedly acts as a 'liaison' between the ...