In my present game as Turks, the message said that they came in near Yerevan, but it was Baghdad where I first noticed them (turn 145). I've lost both cities and yet to really put up a fight, but am scaling up. The Rebels are my best friend, distracting them while I get my forces maximized outside of Antioch. The Timurids would be easy by themselves, but I'm at war with the Mongols, Poles, Danes, Venetians, Papal States, and a few others. Eight including the Rebels. It is Total War though. That darn (failed) 30 year Crusade against Constantinople, that's when my relatively peaceful builder game errupted into nonstop TW. I suppose with enough cash I could buy some peace, but maybe showing up on their doorsteps with my armies will be convincing enough.