It seems that bagpipes are everywhere, and always have been.
The only limit to the geographical range of bagpipes is the availability of sheep or goatskins for the bag.
According to Wikipedia
The evidence for pre-Roman era bagpipes is still uncertain but several textual and visual clues have been suggested. The Oxford History of Music says that a sculpture of bagpipes has been found on a Hittite slab at Euyuk in the Middle East, dated to 1000 BC. Several authors identify the ancient Greek askaulos (ἀσκός askos – wine-skin, αὐλός aulos – reed pipe) with the bagpipe. In the 2nd century AD, Suetonius described the Roman emperor Nero as a player of the tibia utricularis. Dio Chrysostom wrote in the 1st century of a contemporary sovereign (possibly Nero) who could play a pipe (tibia, Roman reedpipes similar to Greek and Etruscan instruments) with his mouth as well as by tucking a bladder beneath his armpit.”
Some say the bagpipe originated in Persia. I can’t verify it, but the ney-anban still exists there today.
Gaida is the most popular term in the Balkans for a bagpipe. The gaida is played on weddings, celebrations and events. As people on the Balkans say: “A wedding without a gaida is like a funeral.”
After the drum & zurna (see https://folkdancefootnotes.org/music/musical-instruments/dauli-zurna-the-most-important-instruments-in-the-world/ the bagpipe was the instrument of choice for village dances. The sound was stirring (similar to the zurna) and the volume carried above a crowd outside. One of the earliest depictions of folk dance in the Balkans is this painting of Bulgaria’s Šop region from 1892.
“A gaida is a bagpipe from the Balkans and Southeast Europe.
Southeastern European bagpipes known as gaida include: Bulgarian and Macedonian гайда/гајда (gayda), the Greek γκάιντα, Aromanian gaidã, Albanian gajde, Croatian and Serbian gajde/гајдe, Turkish “tulum” or “gayda”, and Slovak gajdy.
Gaida bags are generally of sheep or goat hide. Different regions have different ways of treating the hide. The simplest methods involve just the use of salt, while more complex treatments involve milk, flour, and the removal of fur. The hide is normally turned inside out so that the fur is on the inside of the bag, as this helps with moisture buildup within the bag. The stocks into which the chanters and blowpipe and drone fit are called “glavini” (главини) in Bulgarian. These can be made out of cornel wood or animal horn.
The blow pipe is a short, conical wooden or bone tube in which the player blows to refill the bag. At the end of the blow pipe that is within the bag, there is a small return valve of leather or felt which allows air into the bag via the blow pipe but not back out. In some more primitive gaida there is no flap, but the player blocks returning air with his tongue during breaths.
Each chanter is fitted with a reed made from reed (arundo donax), bamboo, or elder. In regional languages these are variously termed lemellas, Piska, or pisak. A more modern variant for the reed is a combination of a cotton phenolic (Hgw2082) material from which the body of the reed is made and a clarinet reed cut to size in order to fit the body. These type of reeds produce a louder sound and are not so sensitive to humidity and temperature changes. 
The chanter (gaidunitza, gaidanitsa, gajdenica, gajdica, zurle) is the pipe on which the melody is played. Different gaida may have a conical bore (Bulgaria), or cylindrical bore (Macedonia and other regions). Popular woods include boxwood (shimshir) cornel wood, plum wood or other fruit wood. A distinctive feature of the gaida’s chanter (which it shares with a number of other Eastern European bagpipes) is the “flea-hole” (also known as a mumbler or voicer, marmorka) which is covered by the index finger of the left hand. The flea-hole is smaller than the rest and usually consists of a small tube that is made out of metal or a chicken or duck feather. Uncovering the flea-hole raises any note played by a half step, and it is used in creating the musical ornamentation that gives Balkan music its unique character.
Some types of gaida can have a double bored chanter, such as the Serbian three-voiced gajde. It has eight fingerholes: the top four are covered by the thumb and the first three fingers of the left hand, then the four fingers of the right hand cover the remaining four holes.
The drone (ruchilo, ison, prdaljka, prdak, brčalo) is a long pipe which provides a constant harmony note, and thus has no finger-holes. It is generally a long, three-piece tube with a note much lower than that of the chanter.
The kaba gaida, the Rhodope Mountains bagpipe,
is one of the most distinctive symbols of the folklore music in Bulgaria. Spread in the small region of the Central Rhodope mountains, the home of Orpheus, its repertoire retains tunes and songs from the ancient times. The natural materials used—wood, horn, skin and cotton—and the way it is made provide the specific voice and vibration of the gaida in the tunes and the ornamentation used.
As a proof of the importance of the gaida for all the nation and the world the song Izlel e Delio Haidutin is included in the Voyager Golden Record, among the sounds and images selected to portray the diversity of life and culture on Earth deployed on a Voyager spacecraft launched in 1977. The Guinness World Record for largest bagpipe ensemble is held by the kaba gaida and 333 participants.
The gaida is played on weddings, celebrations and events. As people on the Balkans say: “A wedding without a bagpipe is like a funeral.” The interest for the kaba gaida increases and it is recognized on the ethno jazz scene and as a good instrument for early childhood development and stress management.
The kaba gaida is similar to the gaida. It is lower pitched than the typical gaida. The chanter has a specific curve at the end and has hexagonal profile. Usually the bag is larger. The shape of the channel inside the chanter is reverse cone. The most common drone tone on a kaba gaida is E.
“Cimpoi has a single drone called bâzoi or bîzoi (“buzzer”) and straight bore chanter called carabă (“whistle”). It is less strident than its Balkan relatives. The chanter often has five to eight finger holes, and is sometimes curved at the end. There are two types of cimpoi, one with a single drone and one with two. The bag (burduf) is made of a whole lamb or goat skin and, depending on the region, is made either with the fur in or out. It is sometimes covered with embroidered cloth. The bagpipe can be found in most of Romania apart from the central, northern and eastern parts of Transylvania, but at present (the early 21st century) is only played by a few elderly people. It is on the road to extinction, and there are only two makers left who know to make it in the traditional way.
Its repertoire is mainly dance music, usually played accompanied by a folk orchestra or played solo to provide music for the traditional dance ensemble. The traditional repertoire of songs is very limited, consisting of about ten different melodies, each one paired with a different rhythm and dance
The tulum (or guda (გუდა) in Laz)
is a musical instrument, a form of bagpipe from the Laz region of Turkey. It is droneless with two parallel chanters, and is usually played by the Lazand Hamsheni peoples and by Pontic Greeks (particularly Chaldians). It is a prominent instrument in the music of Pazar, Hemşin, Çamlıhemşin, Ardeşen, Fındıklı, Arhavi, Hopa, some other districts of Artvin and in the villages of the Tatos range (the watershed between the provinces of Rize and Trabzon) of İspir. It is the characteristic instrument of the transhumantpopulation of the north-eastern provinces of Anatolia and, like the kemençe in its area, the tulum imposes its style on all the dance and entertainment music of those for whom it is “our music”.
John Uhlemann wrote an interesting comment on this article, which I’ve included below. I do note, however, that the gaita John has shown has a drone and 3 chanters, whereas the “Balkan” gajdas I’ve shown have only one chanter.
“There is a major class of bagpipe omitted from this nice article, the “GAITA” of Galicia and Asturias in northwestern Spain. The similarity to the word “gajda” seems too much of a coincidence, and , indeed, Erin Fraenkel, in his wonderful liner notes for the Novo Selo Album (1976) has some very intelligently thought out speculation that the bagpipe may have entered Europe by that route. “Gaita” come from the Visigothic word for goat (an essential animal for that instrument). The region is often called “Celtic Spain” because the Moors never got up there, so they did not do Flamenco traditionally, but they do have a lot of wonderful bagpipe dances in fast 6/8. While one can over-Romanticize this, the music is wonderful and the instrument worth looking into. [Here’s] a gaita being played . There are many, but this has good views of the technique.”