Discussion
Gravity's Rainbow mentions Baku by name three times, according to the Pynchon Pages index (http://www.hyperarts.com/pynchon/gravity/alpha/b.html):
352; seaport capital of Azerbaydzhanskaya SSR, Soviet Union, on the west coast of the Caspian Sea; 353; Blobadjian "pursued through the black end of Baku by a passel of screaming Arabists" 354