Roman Ungern von Sternberg was a Baltic aristocrat, a violent, headstrong youth posted to the wilds of Siberia and Mongolia before the First World War. After the Bolshevik Revolution, the Baron - now in command of a lethally effective rabble of cavalrymen - conquered Mongolia, the last time in history a country was seized by an army mounted on horses. He was a Kurtz-like figure, slaughtering everyone he suspected of irreligion or of being a Jew. And his is a story that rehearses later horrors in Russia and elsewhere.