The word stan is a suffix meaning "Home of" that is used in the names of many countries. For example, "Turkmenistan" would be "the home of the Turks."
Countries that end in "stan"
Other "stans"
The suffix is often mocked for its over-use, and has led to many parodies, such as the film Lost in Absurdistan or Pat Buchanan's nickname for Canada; Soviet Canuckistan.