If a foreign national takes any kind of a tour with a government accredited agency (Russian in this case) from the point of landing and return, no visa is required.There can be no breaking away from the tour for any reason.
If a private tour is contemplated, then a visitors' visa is required. Visas can be obtained from the embassies or consulates in large U.S. Cities. There is no need to pay agencies high fees to fill out forms and supply processing fees.
Just follow instructions precisely.