I'm no expert, but I believe Hungary was conquered by the Huns and Turkey was conquered by the Turkic peoples. What other countries are named for their nomadic steppe conquerors and who are the tribes that conquered them?
It would be imprecise to talk about nomadic steppe people "conquering" the countries of Hungary and Turkey, but reinterpreting your question to mean which countries outside of the Eurasian steppe region are named after nomadic steppe people, Bulgaria comes to mind. The Bulgars were semi-nomadic, semi-sedentary, though.