Taking your shoes off before going into a Russian house (or at least before getting to the carpet), is the custom in 9 families out of 10.
Once opened, a bottle must be finished. And, if you are invited for a drink, unless you are a woman having a romantic drink with a man, it is customary to pay for a round.
If you are invited to someone's house, don't arrive with empty hands. It is customary to take a small present such as flowers for your hostess, a bottle, some biscuits or chocolate, or something typically English.
Leave a tip for good service. The amount depends on how good the service was.
Refuse if you are offered something to eat or drink. You won't get dragged off to the gulag but you will insult the person who offered it.
Not share what you have during a train journey, or, even worse, refuse to share the meal of another passenger on the train.
Wear short or provocative clothes inside churches and mosques.
If you are gay, do not indulge in public displays of affection with your partner because they are not approved of, even in big cities. You should be discreet in your words and your actions. Don't forget that Russia is still a very conservative country.