This site of Conservation International can answer your question:
http://www.conservation.org/where/priority_areas/hotspots/Pages/hotspots_main.aspx. In this site, there are informations about hotspots located in mountain regions, like tropical andes, mexico's madrean woodland, caucasus, mountains of central asia, eastern afromontane...
Biodiversity separate groups of insects the mountainous region of the Caucasus, please read the article:
Zamotajlov AS, Orlov VN, Nabozhenko MV, Okhrimenko NV, Khatschikov EA, Shapovalov MI, Shokhin IV Analysis of the Ways of Formation of the Entomofaunistic Complexes in the Northwest Caucasus Based on the Material on Coleopterous Insects (Coleoptera) / / Entomological Review, 2010, Vol. 90, No. 3, pp. 333-371.
This publication is available on the page, M.I. Shapovalov.
Alejandra Moreno is quite right by indicating the "hot spot" importance of the Trans-Mexican Volcanic Belt (TMVB) ; recognized by CONABIO, et al (2007) among the areas of highest biological importance and priority in Mexico (see full reference below). It is noteworthy that despite the outstanding biodiversity importance of the TMVB -in one of the four most biodiverse countries in the word- the Hotspots initiative of CI did not "spot" it as "hot".
(1) CONABIO-CONANP-TNC-PRONATURA-FCF y UANL, 2007. Análisis de vacíos y
omisiones en conservación de la biodiversidad terrestre de México: espacios y
especies. Comisión Nacional para el Conocimiento y Uso de la Biodiversidad,
Comisión Nacional de Áreas Naturales Protegidas, The Nature Conservancy-
Programa México, Pronatura, A.C., Facultad de Ciencias Forestales, Universidad
Out of 18 hotspots in india one present in tamilnadu like western ghats and another is Easter himalayas. Now the western ghats under the control of UNESCO.