You need to search for multi region DVD player. There are tons on Amazon. Here's the one I have, and it plays DVDs I bought in Moscow as well as US-made ones. We've had no problems with it. Basically, if it plays PAL, it will play Russian DVDs. USA uses NTSC format.
http://www.amazon.com/Sony-DVPSR370-Multi-Region-Player/dp/B00F8POV48/ref=sr_1_3?s=electronics&ie=UTF8&qid=1389727667&sr=1-3&keywords=multi+region+dvd+playerWhere do you live in US? If you're in DC area, perhaps we could trade some Russian DVDs!