The shake-down
Fake or genuine militsia will try to trap you and even get your wallet out, though this happens very rarely. I found that the best way to deal with it is to make sure you write down their names and, if they are in a car, the license plate, since they will get into trouble if you report it. Speaking some Russian and dropping the name of a local police commissioner (just ask a local) will do wonders. Put most of your money somewhere hidden, and only what you can lose in the wallet. I never heard of anybody going beyond your wallet, so even a hidden money belt seems to work well. Say you're a student and, if you lose anything, don't bother reporting it-- but tell the militsia that you will. The government is trying to encourage tourism and would probably hassle the perps if you go to the trouble of reporting it. I went to a cop station, which was an interesting experience but a totally...

