The term usually includes Kazakhstan, Uzbekistan, Tajikistan, Kyrgyzstan,Turkmenistan and Mongolia. More broadly, the term can include Afghanistan, northwestern China, parts of southern Russia and, less, commonly, Iran.
Guy 2: "Central Asia? What's that, like Nepal?"
Guy 1: "No man, Nepal's not in Central Asia, I went to Kazakhstan, Uzbekistan and Kyrgyzstan."
Guy 2: "What the fuck? There's a country called Kyrgyzstan?!"
Guy 1: "Yeah man, it's a great little country!"