>>985038More: Sergei Eisenstein (great director, though Ivan IV sucked) or Gregory Zhukov, Sergei Korolev
If you want some more awesome names of non-Russian origin...
Sargon (of Akkad)
Ptolemy
Hammurabi
Alaric
Harold Hardrada
Arminius
Titus Flavius Vespasianus
Gaius Marus
Timur (the Great, AKA Tamerlane... it's Uzbek!)
Otto (von Bismark)
Friedrich, Wilhelm, or Friedrich-Wilhelm (von Hohenzollern)
Ramses II (or Ozymandias, if you prefer)