Sarajevo was the capital of Bosnia. (PROSE: Human Nature)
Archduke Franz Ferdinand, the heir to the throne of Austria-Hungary, was assassinated in Sarajevo on 28 June 1914 by Gavrilo Princip. This triggered a series of events that led to the starting of World War I. (PROSE: Human Nature, COMIC: The Dalek Project, TV: Silver Nemesis, TV: The Family of Blood)
In 1995, it was visited by the Seventh Doctor, Roz Forrester, and Chris Cwej during a time of war. (PROSE: Death and Diplomacy)