sentences:  After 1929, the Zeta Banovina (province) of Yugoslavia included all of modern-day Montenegro, as well as adjacent parts of modern-day Serbia, Kosovo, Croatia, and Bosnia and Herzegovina.As in former Montenegrin states, the capital of the Zeta Banovina was Cetinje.In August 1939, ethnic Croat areas of the Zeta Banovina from the Bay of Kotor to Pelješac including Dubrovnik were merged with a new Banovina of Croatia.