Yes It did happen to us. We had creditcards with us. The dutch readers will know the postbankcard, that one worked in most Russian cities. In Ulan Ude it worked at one ATP. but when we needed money agian, this one was emptie, and ti took a while to find one that worked with western cards, and the one we found at hotel Buryata worked with mastercard and visa card. So in the end all was well.
IF YOU CAMP:
MOSQUITOES in the forest. If you camp on the shore of Lake Baikal, it is usually ok. If you go into the forest they can drive you mad at dawn and at dusk. Insect repellent, a net and gloves will keep them away from your skin but not from your ears!!
TICKS. If you hike in the taiga (Russian forest) wear long pants, put some repellent and check your shoes and boots before going to sleep. Ticks may carry Japanese encephalitis. I hike every year in the taiga and so far never had any trouble. Just be careful.
STRAY DOGS. Some travelers who were cycling through Russia told me that stray dogs can be threatening at night when camping in the countryside close to villages.
Wherever I camp in the world, I try to keep off the path and remain discreet. It's a way to avoid annoyance and respect the environment.
At Ulan Ude train station, some taxi drivers tried to rip me off in 2000. A ride from the station to Hotel Buryatia (or Hotel Baikal) was normally between 30 and 50 rubles in 2001 (it was what I paid when I took the taxi the second time with my Russian friends). They asked me for much more. While I think it's Ok to a certain extend, to pay the 'tourist fare', there is also a limit to this.
ADVICE: If you walk up to the main street (same side of the street as the station building) you can also catch a van-bus to the city center. It is far much cheaper. You just need to hail the van (they are regonizable from the number on the windshield. I think, with some reserve, that # 7 and # 36 go from the station to the center where Hotel Baikal is located. Fare in 2004 is 7ru a ride). If you have a big backpack it may be advisable to pay for the bag 7 extra roubles.
When I was in Ulan Ude in late august the hot water was turned off by the local authorities. They claimed it was for maintenance, but the local were convinced it was just to save on the expenses. This had been reoccuring every summer for the last few years.
I guess the hotel has it's own water heater, so it's just something to keep in mind if you are staying privately.