This baklava recipe will show you how to make the best traditional Algerian Baklava. Baklava is a Mediterranean dessert made with Fillo pastries, nuts, butter, and sugar. After baking to perfection, a sweet syrup is immediately poured over the pieces allowing the syrup to be absorbed into the layers. Baklava varieties contain honey, walnuts, pistachios, pine nuts, almonds, or other nuts common to the Mediterranean and the Middle East.