In "Borat," "Kazakhs" stand in, in Sacha Baron Cohen's mind, for his ancestral enemies, the Cossacks (the Christian Slavic cavalrymen whose pogrom ruins the wedding of the daughter of Tevye, whom SBC played in a Cambridge production of "Fiddler on the Roof").
If you're wondering, Cossacks were Christian Russian serfs who ran away to the Russian-Islam steppe frontier, where they adopted the horseback-lifestyle of their Muslim Kazakh enemies. Later, they became the Czar's light cavalry, and were notorious during anti-Semitic pogroms.
It's funny that, despite the immense amount of cultural commentary generated by critics trying to explain Sacha Baron Cohen's "Borat" movies, virtually no critics noticed that SBC makes fun of "Kazakhs" as vengeance on Cossacks.
In the Forward, Andrew R. Heinze, author of "Jews and the American Soul," notes:

"In 'Borat,' we see the recycling of one of the most basic stereotypes in the Jewish imagination: the viscerally antisemitic Slavic peasant."

"Life Among the Goyim" http://jd.fo/g8p1b 
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