You Don't Wanna Steppe To This

In the early 1600s, the Dzungar tribe of Western Mongolia sought to unify the neighboring tribal kingdoms under their rule.  The nearby Torghut and Dörbet, however, felt that to be "totally uncool, bro" and "a bit of a dick move," so they followed the example of other steppe nomads, and migrated.  Specifically, they headed all the way across Central Asia, and arrived at a patch of grazing land along the Volga River, just North of the Caspian.  Once there, they formed the Kalmyk Khanate.

The land that they settled was nominally under the control the Russian Empire.  The Kalmyks, who were Buddhists, were seen as a buffer against neighboring Muslim states, so the Russians were quite happy to let them stay - under nominal Russian authority, of course.  They even established trade agreements, and recruited Kalmyk horsemen for the Russian military.

As time went on, however, the Russians wanted to make that authority a little less nominal, and began chipping away at the Kalmyk autonomy.  By 1770, the head of Kalmyks, Ubashi Khan, decided that he was sick of Russia's crap, and said "Screw you guys, I'm going home".  After sending an emissary to Tibet to consult the Dalai Lama for approval and selection of an auspicious date of departure, Ubashi Khan set out in January 1771 with 200,000 of his countrymen (and an estimated 6 million herd animals) on a long walk back to Mongolia.  It was intended to bring the entire tribe, but an early melting of the Volga left some groups stranded on the Western side of the river.

Those left behind were probably fortunate, as the journey was not an easy one.  The Kalmyks had made enemies among the tribes across the steppe, and the Russians were not pleased with the departure.  Over half of the population was lost along the way, either to skirmishes with these enemies, or to starvation and exposure in the Siberian winter.

Those who remained in Russia lost their autonomy, but maintained many of their traditions, including Tibetan Buddhism and much of their nomadic lifestyle.  Neither of these sat well with Soviet authorities after the Russian revolution, and the Kalmyks saw their temples destroyed and their monks attacked.  Because of this harsh treatment, when the Nazis occupied Kalmykia during World War II, they found many willing to fight against the Soviets.  When the Soviets retook the area in 1943, they decided to forcibly deport the entire Kalmyk population, over 100,000 people, to Siberia as punishment.  Over half of those deported died in Siberia before being allowed to return in 1957.  Luckily, the Kalmyk people have experience with deadly migrations, forced or otherwise, and persevered.  Today, the Republic of Kalmykia within the Russian Federation is the only region of Europe in which Buddhism is the dominant religion.