Middle East, Eastern Mediterranean, Balkans, Caucasia; Turks, Arabs, Jews, Greeks, Armenians, Bulgarians of today who introduce baklava as their national dessert were all part of the Ottoman empire once where baklava was made in the palace mainly for the royalty.
For me it's best version is in Turkey, especially from the city of Antep. I tried baklava in famous places in Greece and in some ME countries and Egypt, they are not close to a good Turkish baklava. (I've also come across to very bad quality Turkish baklava in Europe).
The photo below is from my favorite baklava shop (Imam Cagdas) in Antep:
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