Captain Frederick Burnaby takes a leave of absence and spends the winter months of 1875/76 travelling overland from London to the Central Asian Khanate of Khiva. There’s a lot of snow on the Steppes, necessitating travel “entombed by sleigh” as well as on horseback.
The Great Game is playing out between the Russian and British Empires, so there’s subterfuge galore as well as fascinating accounts of his encounters with Russians, Tartars, Khivans and Khans, high born and low, he meets en route.
I read the Cosimo Press edition, which comes with out any maps. It’d be much better with some.
Available as a series of PDF from Cambridge University Press Online: A Ride to Khiva: Travels and Adventures in Central Asia – Frederick Gustavus Burnaby