There are numerous volumes of Russian Fairy Tales, perhaps the best I have is one titled Old Peter's Russian Tales
by Arthur Ransome
(ISBN:0-14-035097-7), because it captures, in it's first chapter, quite well the very thing that created these tales. The chapter describes Old Peter stomping into his hut, where his little children he is taking care of are, it then describes him making dinner, preparing his pipe and then telling his story, as a description of what goes on every night before the telling. However the descriptions of the snow falling from the trees, and all of them in the hut hearing each snow fall in the distance, the brooding sense of isolation, being in a small hut cut off from everyone else due to the snow, and the way that it helped to relax everyone, to sit around the fire and tell stories. Obviously this is how many many tales started, but few collections of stories describe this so well and so evocatively.
Russian tales are not quite like any others you shall hear or read. Nearly all do not end in a classic fairy tale fashion. Very few have the "prince" saving the "princess" like so many genteeled stories of France. In Russian tales, more often than not, nothing will come out good and also very often, everyone will die. This is the case in so many tales it can become overbearing. However, Russian tales have a haunting feeling to them, that I don't get from many other countries tales. There's always the brooding sense of darkness, and the pagan spirit just waiting in the wings. These are tales born of the Earth, born of the despair of winter, and the joy of spring. Even today most of Russia is rural farmland, and not all that long ago most people still lived as in the Old Days (I'm sure many still do today), so Russia is a definite place where the old spirit was still very strong.
Most tales also do not deal a bit with high people, nearly all are about the folk (some exceptions though are like the "Firebird", which is about a prince) and often about their lives. But of course the fantastical comes in when we meet figures like Frost, or Baba Yaga. Baba Yaga is in fact an old symbol. A forgotten form of hers is that in the spring she is often portrayed as a naked young woman bathing in a river, she symbolizes the crone and the wisdom in women, she goes from young woman in the spring, to older woman in the summer, and by the fall she is old and withered, living in her chicken foot shack, and contains wisdom for young men. However, they must always pass three questions, and they must be answered correctly for her to answer. As time went on however the original image of Baba Yaga as the wisdom of women changed her into a witch who consumed children. This was the fate of most mythological figures in places infested by Christians.
Many stories are very clear thinking, and also not particularly "moral". The wicked step-mother doesn't die along with her children, she simply gives up trying to kill the first child and she and the husbond keep on living. I find this refreshing, because most people think of fairy tales as just something like in the Disney movies, but fairy tales like the Russian ones help you to understand that these were not academic tales, but made by the folk, the peasants, for the peasants.
Modern readers can still enjoy them for their dream-like haunting quality, and also for the insight into the world of real people in Russia. I would suggest any interested in fairy tales or folk tales should find a collection of Russian tales immediatly, for they are immensely important for any serious student of fairy/folk tales.