"There had indeed been a period in time (from 332 to 17 B.C., to be precise) when Cappadocia had gloried in the title of “kingdom.” This followed hot on the heels of a less glorious period when this part of Central Anatolia had been a Persian satrapy, ruled by a governor who permitted the locals to keep their own language and religion provided they paid tribute to an overlord in what is now Iran. Even today visitors to the great ruins of Persepolis can pick out the exquisitely preserved carvings of the Cappadocians bringing their tax of horses (and woolen socks!) to the Persian king as far back in time as the fifth century B.C.
It was Alexander the Great who saw off the Persian satrapy as he carved out a new empire on his way east in 334 B.C. But, as film fans everywhere will remember, Alexander was not to make old bones, and on his death his sprawling empire quickly fell apart. It was at this time that the wily Cappadocians grabbed their chance and declared independence. Unfortunately geography was against them. To their west lay the expanding Roman Empire, to their north the equally ambitious Pontic Kingdom based around Amasya. Sandwiched between these two warring parties, the Cappadocian Kingdom had little hope of peace, although history records it as having had several very capable rulers -- most of them called Ariarathes or Ariobarzanes -- who were famous for switching political allegiance as the wind blew.
We are indebted to the Greek geographer Strabo (born in Amasya in c.64 B.C.) for much of what we know about this period of Cappadocian history. The picture he paints is rather bleak, although it may have been darkened by his own pro-Roman leanings. Certainly he suggests that, in its dying days, the kingdom was seriously strapped for cash. Eventually he reports that Archelaus, the last king of Cappadocia, was summoned to Rome and accused of plotting against the Emperor Tiberius. An old man, Archelaus was no match for the Romans, and in 17 B.C. his kingdom was absorbed into their empire where it became the sprawling province of Cappadocia, with its capital at Caesarea (modern-day Kayseri).
Nowadays Cappadocia is a marketing term that gives a quick touristic identity to an area that overlaps the provinces of Aksaray, Nevşehir, Niğde and Kayseri."
I noticed that a visit to Cappadocia is usually included in many Turkey hosted tours. Perhaps I'll see it myself one day.