Sokovia is a country in Eastern Europe that exists in the Marvel Cinematic Universe. HYDRA took advantage of the constant wars in Sokovia to establish a base where they would perform several experiments with Loki's scepter.
After the destruction of Project Insight and subsequent exposure of HYDRA to the world, Baron von Strucker and Doctor List met to discuss the recent events. List was concerned but Strucker calmed him saying that everything that did not matter as they had something more important. As they talked they saw the twins showing their powers.
In 2015, the Avengers went to Sokovia to capture the last HYDRA known base and retrieve the scepter, which had disappeared since the fall of S.H.I.E.L.D. The mission was successful because Strucker was captured and they retrieved the scepter. Days later, Ultron met with Maximoff twins to seal a partnership to destroy the Avengers. Ultron later used Sokovia like meteorite in order to extinguish the human race, however this plan was unsuccessful due to the interference of the Avengers.
However, due to the massive number of casualties and destruction of the battle, with the Avengers being blamed for what there interference called the governments of the world created the Sokovia Accords that would have the United Nations monitor the Avengers.