Ningxia, China -

n the shelves of the Xinhua Bookstore in Yinchuan, the title of a Chinese paperback catches my eye: Searching for a Forgotten Kingdom. The cover shows a stupa atop the ruins of a city wall, and a strange dome-shaped tomb in a vast, arid plain. The book is part of a series called 'China Borderland Explorations.'

Nobody knows much about Ningxia. But, as author Bai Bin explains, China's smallest province was once home to a proud empire. The Tanguts lived as pastoralists in eastern Qinghai until the 7th century when, pressured by the expanding Tibetan empire, they migrated north. In AD 1038 the first Tangut Emperor, Yuanhao, declared himself ruler of the Great State of White and High. It is a curious, beautiful name, homage to the high plateau that was once their homeland.

Within ten years, the Tanguts had stormed the oasis towns of Gansu's Hexi corridor – China's most important trading link to Central Asia. And it was in Dunhuang's Mogao caves that Bai Bin, a scholar with China's Academia Sinica, first set eyes on Tangut buddhist murals, which were painted directly over those from the Tang Dynasty. "The Tanguts saw themselves as heirs to the Tang," Ruth Dunnell, a professor at Kenyon University, later told me.

Chinese know the Tanguts as the Western Xia. Ningxia, translated literally, means 'to pacify the Xia'. It is a curious name, given that the Tanguts were virtually wiped off the face of the earth by Genghis Khan's Mongol army in 1227. Adding to the confusion, today the Ningxia Hui autonomous region is named after China's second largest ethnic minority, the Muslim Hui. But China's western regions have always been a place of shifting sands. Using Bai Bin's book as my guide, I set out to learn what I can about the Great State of White and High.

Set inside a large courtyard in downtown Yinchuan, the Ningxia Provincial Museum has the finest collection of Tangut antiquities in China. It also houses Chengtian Pagoda, built by Emperor Yuanhao in AD 1050.

On a hot day in mid-June, Zhang Zhiquan sits in a dim alcove at the base of the pagoda, keeping cool. He's 76 years old and came out of retirement eight years earlier to make a little money tearing ticket stubs. "I've climbed the tower 5,000 times; once in the morning, and once in the evening," he says as I follow him up the steep wooden staircase. At the top, hundreds of padlocks hang from the barred windows: Lovers have made promises, fastened the locks and – wishing things would never change – thrown away the keys. I look out. All I can see is apartment blocks swimming in a white haze. Yinchuan, the capital of the Tanguts' former heartland, has become a big city.

The following day, I travel 25 kilometres west to the Tangut Royal Tombs. It is no wonder two centuries of Tangut emperors chose to be buried here: the Helan mountains hold the desert close. A wide promenade leads from the parking lot, full of peasants selling stuffed camels, to Tomb 3, where scholars believe Emperor Yuanhao was buried. In total there are nine mounds of yellow earth spread across miles of arid plains.

Ma Xingli and his wife live in a one-story adobe house between the two tombs where Emperor Yuanhao's parents were buried. He was a farmer before the director of the tombs hired him as a warden. No telephone or electricity lines run to his outpost. On windy days, the propeller on his roof hums and they have enough power to watch TV.

Aside from the television set, the only evidence that a thousand years have passed lies on the edges of the plain: Ma points to a Han cemetery at the foot of the mountains, then to the south, he points to a Hui burial ground beside a stand of poplars. "The Hui don't cremate their dead," he says. "Their graves leave long bulges in the earth."

At sunset, Ma and I sit on a gravelly mound that covers the underground entrance to Tomb Three.I find a rusted bottle cap labelled 'Western Xia Beer' that shows a picture of mountains and a pagoda. On bright moonlit nights, Ma tells me, teenagers ride out here on their motorcycles to absorb the spooky aura of the tombs. "I climb onto the roof of my house with my flashlight," Ma says. "That usually scares them away."

"Are you afraid of ghosts?" I ask.

"I protect them," Ma says, nodding to the tomb, "and they protect me."

A black butterfly flutters over the ground. In the east, smokestacks from the oil refineries give off an orange glow. The sky goes a deeper blue. Ma starts walking home – flip-flops slapping against the gravel – chuckling to himself about ghosts.

On my last night in Yinchuan, I hire a black Volkswagen Santana to take me across the Helan mountains. A day after Chairman Mao's death in 1976, Bai Bin got permission from the Jiuqian Public Security Bureau to cross a top-secret military base on his way to Ejina Banner, Inner Mongolia. He went there with one purpose in mind: to set eyes on the ruins of a Tangut garrison called Karakhoto. His personal story, told in Searching for a Forgotten Kingdom, had fed my curiosity and I was as close to Karakhoto – about 800 kilometers – as I would probably ever get. Kah-rah-koe-toe, the word played like music on the tongue – two trochees and two pairs of vowels leading me softly, I sensed, somewhere.

We set out after dark from the Alashan Hotel, winding into coal country, following blue trucks into the dark hills. A mineshaft glows orange, like a lonely mountaineering camp. As the road levels and we cross a pass, I can see more of them, flickering like fireflies on the dark horizon. Somewhere down there, deep inside the earth, there are men working. Slowly the mountains unfurl into desert, the road flattens, and we pick up speed.

The next morning I wake to Zuo Banner – a colourless, concrete town that lies amid vast Gobi flats – and buy a ticket for Ejina.

Until now I have never heard of the Badain Jaran desert. Weeks later, surfing the internet back home, I will listen to a recording of The Highest Dunes on Earth, the wind moving through them at night, sounding like the deep, hollow moan of a ship's foghorn. Though the road to Ejina skirts the Badain Jaran, the desert has come to us – yellowing the sky and washing the road with a stream of dust. Rain falls. We shut the windows. Then, like a lifting curtain, yellow sunlight creeps towards us across the flats, and we return, windows open, to the airy world of the living.

Up ahead there is a lone man standing by the road. A large man with a military cap. We are entering a place of borders, permits, military installations, and mushroom clouds – Ejina Banner. As we approach him, he is holding his right hand up as if to say, "Halt!" He is a trick, made of clay.

That night, I meet an official in the hotel lobby. He's from the Ningxia Antiquities Bureau of all places, and will drive a Japanese official and his wife to Karakhoto in the morning. I insinuate myself into the back seat of his jeep. The miles have caught up with me; I retreat to my air-conditioned room, slip under the sheets, and read the last pages of Bai Bin's book.

The story of Karakhoto, like those of many 'lost cities', has become a mix of fact and fiction. In the winter of AD 1226 the Mongols had the city surrounded. Steam rose from their horses; it was bitter cold. To force surrender, they dammed the river that fed Karakhoto's wells. Inside the city, the black Tangut general, a fierce fighter, knew that the end was near. He buried the city's Buddhist treasures, together with the women and children, in the dry wells, and with the rest of his men left through the city gates to die.

Very little was known about the Tanguts before a retired Russian Navy general named Pyotr Kozlov, led by a Mongolian guide, arrived at Karakhoto on March 19, 1909. Buried beneath an earth stupa, Kozlov found hundreds of ceramics, painted Buddhist scrolls, and manuscripts in Tibetan, Chinese, and Tangut. He packed everything in crates and shipped them to the Royal Geographical Society in St Petersburg. Among his finds were the Chinese-Tangut dictionary, A Timely Pearl in the Palm; a sophisticated legal code written in Tangut, that reflects Tang law and Tangut custom; Buddhist statuary; and dozens of Tibetan-style thankas, awash in crimson and finely stencils. "Ever since reading about the ruins," Kozlov later wrote, "Karakhoto had been constantly on my mind."

When searching for a forgotten kingdom, always ask for directions. Despite roads, signs and a jeep equipped with fancy gadgets, we get lost. If another traveller were to approach me on the dusty streets of Ejina and ask for the way to Karakhoto, I would tell him this:

From Ejina, head east into the desert. When you have passed a man-made hill with many doors and no windows, and crossed a dry irrigation channel, you will come to a blue metal sign, swinging in the wind. It shows three arrows. You may go left to the 'Strange Tree Forest', or right to 'Zhansumu, 202km', or take the middle way, towards the 'Black City, 9.5km.' Though you are looking for the Black City, the sign is a trick – if you take the middle way, you will get lost.

Go left past a forest of ancient, dead, knotted Ephrasian poplars, half buried in the drifting sand. You may stop and see the ruins of other, older kingdoms on your way – a Han Dynasty beacon tower, a Tang fortress – but to reach Karakhoto you must go still further.

When you arrive, an old Mongolian watchman will come out from one of three white yurts, holding a ring of keys. He will tell you to tread lightly on the city walls, lest they crumble, and to leave the shards of ancient pottery where they belong – scattered over the ground. At dusk, you will make your way among the tamarisks and gravel as the sky turns a deep blue and the desert a deeper orange. You will not enter Karakhoto through a high-arched gate, but by sinking your feet into the loose sand that has been blowing over its wall for a thousand years. If you catch Karakhoto at sunset, you will never forget it.