The Cossacks come from the south-west region of Russia and modern Ukraine, especially from regions around the rivers Don, Dneiper and Volga. Their culture and history was separate to that of Russia as a whole. Swearing allegiance only to the tsar, the Cossacks were fiercely independent, and considered wild and warlike by European Russia. They were valued in the Russian army as exceptional cavalry men.
Tolstoy wrote a brilliantly evocative novella called The Cossacks (published 1863) which is set in a Cossack village in the Caucasus. Read it online here.