One of the nice things about ebooks is that you can buy from a shop in Russia, wherever in the world you are.
LitRes is a good one.
Although you can buy Russian books in ePub format, the fb2 format is a sort of de facto standard in that part of the world. Either buy a reader that supports this format out of the box, or be prepared to convert books from fb2 to ePub (which is very easy using Calibre).
There is huge "non-commercial" (if you know what I mean) library of Russian e-books based in Ecuador, where they claim to operate legally. Google for Librusec.