Bajgain is a last name of people from Nepal

Nepal

Nepal , officially the Federal Democratic Republic of Nepal, is a landlocked sovereign state located in South Asia. It is located in the Himalayas and bordered to the north by the People's Republic of China, and to the south, east, and west by the Republic of India...

. They are of Bahun/Brahmin caste and of Aryan

Aryan

Aryan is an English language loanword derived from Sanskrit ārya and denoting variously*In scholarly usage:**Indo-Iranian languages *in dated usage:**the Indo-European languages more generally and their speakers...

 origin. They come from Kashmir

Kashmir

Kashmir is the northwestern region of the Indian subcontinent. Until the mid-19th century, the term Kashmir geographically denoted only the valley between the Great Himalayas and the Pir Panjal mountain range...

 and Kamboj

Kamboj

The Kambojs , also Kamboh, are an ethnic community of the Punjab region. They may relate to the Kambojas, an Iranian tribe known to the people of Iron Age India and mentioned in ancient Sanskrit texts and epigraphy. Kamboj is frequently used as a surname in lieu of the sub-caste or the gotra name...

. They are believed to have come from central Asia entering Kashmir and finally western Nepal. Bajgain were mostly found in Seti

Seti

-Astronomy:*SETI, the Search for Extra-Terrestrial Intelligence*SETI Institute*SETI@home, grid computing project*Active SETI- 19th dynasty :*Seti *Seti I , pharaoh*Seti II , pharaoh...

 zone of Nepal. They settled in Western Nepal forming a kingdom which was called Bajhang. In Bajhang,there were already some tribal people and they also got the last name. Almost all of Bahun

Bahun

Bahun is a colloquial Nepali term for a member of the Pahari or "hill" Brahmin caste, who are traditionally educators, scholars and priests of Hinduism. They are also known as Barmu in Newari. By tradition—and by civil law until 1962—they represented the highest of the four Hindu...

 came from Far-western Nepal before moving to eastern pahad speaking what became known as Pahari languages

Pahari languages

The Pahari languages are a geographic group of Indic languages spoken in the lower ranges of the Himalayas, from Nepal in the east to the Indian states of Uttarakhand, Himachal Pradesh and Jammu and Kashmir in the west.-Classification:The Pahari languages fall into three groups:*Eastern, consisting...

.Some decided to stay and some moved eastwards.
Today,Bajgain are found in Far-western,Central and Easternmost parts of Nepal.
Like Bajgain, there are other last name with the similar ending for e.g Chapagain and Humagain.
Districts of Nepal