Samaxi, Azerbaijan

The tax burden is heavy and bureaucracy a persistent headache for those considering a move to this small Azerbaijani city. Şamaxı Futbol Klubu, the local professional football club, has won the Premier League title twice, but the city itself offers little to entice expatriates beyond that. With a stadium capacity of just 2,200, Shamakhi lacks the infrastructure and amenities that many would expect. Those drawn to the region's history and culture may find the trade-offs worthwhile, but for most, the downsides likely outweigh the benefits.