CyrTUG freely distribute the TeX packages, that support Russian language, for MS DOS (also Win95/NT) and Unix. The MS DOS version is based on emTeX package of Eberhard Mattes: the CyrTUG distribution is an addition to emTeX package and contains the METAFONT sources of Russian fonts and Russian format files. You need also the standard emTeX package (look to ftp.dante.de).
About two years ago I gave up any MS DOS work, and the only reason of keeping the DOS partition at my home computer was the need of emTeX. But now I went to Linux completely, and the Russian TeX for Linux is excelent! For RedHat, we have two RPM-files -- one for Russian formates, and one for METAFONT sources of Russian fonts, installation takes only a few seconds! There is also an archive for installation in any Unix, in make-file style. All files are at the CyrTUG ftp-server: shade.msu.ru.
There is the on LaTeX by S.M.Lvovski, it is freely distributed in source (LaTeX). It's not a translation of the LaTeX Book of L.Lamport. There are many topics (such as creating of new styles, russification of standard styles etc.), that you could not find in L.Lamport's book. Many of them are intended for LaTeX experts, though this book is good for beginners too.
Also there is the short free translation from German to Russian of the book of Hubert Partl, Elisabeth Schlegl, Irene Hyna ``German TeX'', Russian translation by A.Shen'. (It has nothing with German.) It contains the very usefull short (36 p.) introduction to LaTeX, the best for beginners and for lazy mathematitians who do not interested in TeX by itself and do not want to waste a time reading various detailed TeX books (but not for crazy ones who love the Scientific Word!).
The second part of this small book contains the detailed description of the Russification of emTeX system. The authors of this Russification are S.Galperin, A.Shen' and S.Lvovski, it uses (slightly corrected) Russian Metafont sources created in Protvino by N.Glonty an A.Samarin. It is the good introduction to TeX system (what are Plain, AmS, and La - TeXs, how to generate various TeX formats, how to produce raster fonts from Metafont sources, etc.).