Russia is a pretty safe place, despite all the lurid crime stories you hear. You don’t have to worry about The Mafia – you don’t have 1% of the money they are interested in. There is street crime, but probably not as much as in your own capital city. One exceptionally bad place is St Petersburg’s Nevsky Prospekt, where roaming gangs of gypsy kids often mob foreigners, grab a bag and run. If you see these packs of kids heading for you with intent, kick the biggest one as hard as you can!
Naturally, stay away from drunks. They are unlikely to harm you, but are as erratic as any other drunks, and you are likely to see more in Russia than elsewhere.
One thing to try and avoid are the cops (militsiya), the grey-uniformed force you will see at railway stations, on the metro and just about everywhere else. In a recent survey, Russians named the police as the organization most likely to be criminalized. Their reputation for corruption is well deserved. For the foreigner, this is most likely to be manifest in stopping you for ID and visa checks. They then find a reason to shake you down, and will try and find a “fault” with your papers, followed by a threat to run you in, or extract a “fine”. Should this happen, stand up to them – make a big fuss, lots of noise. Russians respect force, and shouting loudly and trying to face them down is often enough to make them go away. They love people who meekly give in and hand over cash.
Always carry your passport and visa with you in Moscow and St Petersburg – not so vital in other places, although technically you are required to.
Take care on the roads too. Russians have no respect for pedestrians, although this is not so true outside the big cities. A fondness for alcohol, tatty roads and a might-is-right attitude means Russia’s accident rate on the roads is fairly horrendous.
Don’t underestimate the cold in winter. Going out without enough on can really be dangerous, particularly if you are drunk . You can get frostbite really quickly.