Azerbaijan in general and Baku's Oil Fields, in particular, happened to be the perfect location for shooting the scenes of the movie. Acually, this choice wasn't accidental. The producers of the movie - Pinewood Studios - were contacted with a great offer from the talented Azeri cinematographer (and obviously a very clever man) Ali Hoomani. An offer which they eventually accepted. Those who had seen the film already know how successful that decision was, and those who hadn't seen it yet... Well, see it and find out.
The Oil Fields are nowadays a popular destination for tourists, not because they are very much attractive, but because the James Bond movie made them iconic. There is not much to do there except get out the car, take a picture and brag about it for the rest of your life. Keep in mind that Baku' public transportation doesn't go there, so if you plan a visit you'll need to use your own car or to hire one.