In Russian, the feminine suffix is usually not appended onto foreign names, and actually, we could just call it an -a suffix for the most part (Yurii Gagarin's wife's last name would be Gagarina). The reason the -ski type last names in all Slavic languages only changes to -ska and not to *-skova is because these names are grammatically adjectives. In this way, the Russian name 'Lozovyy' becomes 'Lozovaya,' and the Czech 'Skvorecký' becomes 'Skvorecká.' In all of the various Slavic cases these names decline as adjectives.
While Russian may not assimilate foreign names in a such a way (it usually doesn't at all, unless it's very easy, such as 'Bill's' becoming 'Billa'), Czech (and I assume Slovak and maybe Polish) indeed does (though Slama:k has mentioned that they don't do this so much with celebrities anymore). What's even more confusing is that they don't assimilate spelling into their alphabets. So my last name, 'Faucheux', a good Louisiana French name, would for my mother be 'Faucheuxová.' This can be applied to almost any nationality, and sometimes a filler consonant -h may be added: 'Wong = Wongová', 'Fernandez = Fernandezová', 'Qadafi = Qadafihová', 'Oberleitner = Oberleitnerová.' To me, this is one of those things which make Czech fun as hell.