Lhazar

Lhazar is a peaceful country of sheep and goat-herders, located south-east of Vaes Dothrak on the continent of Essos. Its people are not warlike, and frequently face raids and attacks by the Dothraki.

The Pointy End
Khal Drogo's khalasar raids a Lhazareen village, robbing its treasures and raping its women, to Daenerys Targaryen's horror. She convinces Khal Drogo to exercise mercy, triggering a challenge to Drogo's leadership from another warrior which he defeats with ease, though he takes a wound. Amongst the women of the village that Daenerys rescues is a maegi, Mirri Maz Duur.

In the books
In the Song of Ice and Fire novels, Lhazar is located south-east of Vaes Dothrak and north-east of Slaver's Bay, upriver from the slave city of Meereen. The Dothraki enjoy raiding the Lhazareen, as any slaves they take can be relatively quickly herded downriver to Meereen and the slave markets. The Lhazareen are disparagingly called the 'Lamb Men' for their lack of martial culture.