Russian scams you can (and should!) report to the following 2-3 places:
1) FSB, aka FSS (Federal Security Service). This organization in the Russian Federation is similar to FBI in the USA.
The e-mail you can use is: firstname.lastname@example.org
2) Another place to report Russian scammers is MVD of Russia, aka MOI (Ministry of the Interior of Russia). This is like the headquarters of Russian Police: https://en.mvd.ru/
Send your message through "Public Reception" center. They have a special so-called department "K" dedicated to fight cybercrime.
Remember, your report to above 2 places should be brief, clear, documentary proven and straight to the point. From that depends if they will consider it. It should contain your full name and contact information. ALWAYS include the open e-mail headers of scammer's letters! This is the only way they can trace where the e-mails originate from and possibly catch the scammers. If you don't know how to do it, LEARN before you send your report.
3) Report to Western Union, to MoneyGram. They maintain their own blacklists, and this info is important. You can also send report to the scammer's embassy in your country, your embassy in scammer's country... But honestly, I personally doubt the effectiveness of such reports. I never heard of these reports making any difference. I think any crime should be reported to the law enforcement offices which deal with criminals (the police, FBI, FSB, MVD, etc...)