The first thing you need to realize is you are not alone in the battle. It will take all 3 Allies to beat the Axis, but due to other priorities you can't really expect significant help from the UK and US until round 4 or 5 (outside of some air support). So, what is a good way to set up a solid base and ensure your survival until the Allies can take some pressure off of Moscow?
Remember, first and foremost, that although purchase units, combat move, combat, and noncombat are nominally different steps, they are really very connected. If you anticipate that your combat moves, combat results, and noncombat moves are going to, say, result in a severe lack of force in the east in the next three turns, you should probably build some infantry to march east to make up for that lack. (Or you may decide to abandon the east).
8 infantry: Purchasing 8 infantry is pretty useless for Russia’s second turn’s offense. Although infantry produced at Caucasus can potentially be of offensive use, it is usually far more useful to bulk infantry at West Russia.
Territory notes: Russian fighters should be based either at Russia or Caucasus. Basing at Russia allows Russian fighters to attack east against Japan, and west against Germany. Basing at Russia also allows Russian fighters to reach London in case of an anticipated German attack on London. Basing at Caucasus allows for a stronger defense of Caucasus, and prevents Germany from easily building Mediterranean transports.
USSR is virtually impenetrable if it employs a stack defence strategy in Belorussia. On its first turn, only counterattack Germany’s opening assaults where overwhelming odds are possible and no strong German tank retaliation can occur (this means most likely in Scandinavia).
In my first game of A&AE I played Russia. I did the pull everything back but a speed bump infantry, preserving my counter attack ability for the important battles.
Here is a Russian strategy that has proven so devastating to the Axis powers that it has forced my A&A buddies and I to a dopt a permanent “no Russian first attack” rule to compensate. Conventional wisdom has the Russians attacking eastern Europe on their first move.
In my opinion, Russia is the key to the whole game. At first glance it would appear that Russia is the weakest of the Allies and while that may be true to begin with, Russia has territory and men to burn in exchange for time.