It's a familiar response. You're abroad and someone asks you where you're from.

You say Wales and you're met with a puzzled look. 'England?' they reply hopefully. 'No' you answer firmly, 'not England'.

Then a ramble through maps sketched on napkins and snatches of Tom Jones usually make the point.

There's one place where this shouldn't be necessary.

In Hungary people have heard of Wales; they know it thanks to a 19th century poem taught to all schoolchildren called ‘Walesi Bardok’ or 'The Bards of Wales'.

The poem was written following the defeat of the 1848 revolution against Austrian rule. Visiting Budapest, the victorious emperor had asked for a poem to be composed to praise and greet him. Instead, the poet Janos Arany wrote of Edward I's subjugation of the Welsh in the 13th century.

The poem tells the legendary story of how Edward sent hundreds of Welsh bards to the stake when they refused to praise him as conqueror of Wales. He saw clear parallels between the fate of the Welsh and of Hungary under Austrian domination.

One of the joys of Budapest is that the casual visitor history lurks around every corner.

To indulge the Hungarian passion for bathing means a visit to one of the wonderfully ornate baths scattered across the capital.

The intriguingly named Gellért Hotel houses Turkish baths, steam rooms and cold plunge pools in a palatial and magnificent setting overlooking the Danube.

These splendid baths were built between 1912 and 1918 in an Art Nouveau style.

Fed from the Gellért hill's hot mineral springs, there were earlier baths were built here during the time of Turkish rule in the middle ages during the 16th and 17th centuries. The bath was called Sárosfürd? ('muddy' bath), because the mineral mud settled at the bottom of pools.

There are similar baths dotted throughout the capital, not least the Szechenyi baths behind Hero's Square in the City Park. It boasts an open-air pool warmed by a natural spring and is ringed by another palatial, Neo-baroque pile.

Imagine Cardiff's City Hall housing a well-behaved swimming pool and you're almost there.

I can't help but think City Hall would benefit from being transformed like this. This could be Cardiff's gift to its people and to the nation.

The waters at these baths are teeming with minerals like calcium, magnesium and fluoride. If you have problems with your joints, spinal problems, or any ache or pain, it will be taken away by an afternoon spent here, or at least fell like it for a spell. The queues of pensioners clutching prescriptions for sulphuric baths and vigorous massages clearly hope it will do that trick.

As you can bask in the open-air warm pool you can watch the locals play chess on poolside boards while they stand in chest-deep water. The poolside restaurant (where you dine in your bathers) is equally civilized. Although the day I was there the tone was slightly marred by a stag-do from Essex, who were taking turns to snort red-hot Hungarian paprika as they shouted ‘Do it for Dagenham!’

Across the Danube from the Gellert on the Pest side stands the imposing Parliament building. If its gothic splendour reminds you of somewhere closer to home, that's because its design was inspired by the Houses of Parliament. While the London Parliament was built to represent the might of the empire, Hungary's marked their re-emergence from Austrian domination with the establishment of the Austro-Hungarian monarchy in 1867.

That Magyar renaissance came about thanks to the blood spilt on its streets in 1848. A green, white and red flag flies outside the parliament building with a hole in the middle. This remembers a later uprising of 1956, when civilians armed only with Molotov cocktails took on the might of the Red Army. Its communist emblem removed, it became the symbol of this revolt and later, of the successful overthrow of the communists in 1989.

Many buildings in Budapest are still pock-marked with bullet holes from when the Soviets crushed the 1956 rebellion which defied the might of Moscow. Some buildings, having been sprayed with bullets, have had the marks picked out with polished stones and commemorated with plaques.

Other poets stirred the nation’s soul when they struggled to free themselves from the rule of outsiders. Hungary’s National Day, 15th March, recalls the day poet Sándor Pet?fi read his work “National Song”. His recital on the steps of the Hungarian National Museum marked the beginning of the revolt against Austrian rule. He was later killed in one of the last battles of the revolt in 1849.

Like Janos Arany's poem, they serve to remind all-comers that the fighting spirit of this proud and distinct nation is still here.