Visitors to Russia will require a visa, with very few exceptions, and it must be purchased before travelling. Although the system has improved with the introduction of electronic application forms, it remains complicated and relatively expensive, with the decision solely at the discretion of the Russian Consulate. Moreover, once the visa has been issued, it will detail strict dates which cannot be ignored, on pain of serious penalties. To apply for a visa, go to visitrussia.org. Your exit visa will be given alongside the entry visa and is, naturally, vital for departure.
When you arrive in the country, you will be required to fill out a migration card in order for the authorities to track your movements. In addition, your hotel will usually ask for your passport, visa and migration card when checking-in, and may retain the passport in a safe place.