All are available on audio, print and electronic:
The Illustrious Dead: The Terrifying Story of How Typhus Killed Napoleon's Greatest Army
By Stephan Talty -- about the invasion of Russia in 1812 and typhus (Russian history for the period you're interested in starts with the Napoleonic Wars.)
Catherine the Great: Portrait of a Woman by Robert K. Massie -- she shaped 19th century Russia.
Genghis Khan and the Making of the Modern World by Jack Weatherford -- a little revisionist because ya know, the Khan WAS a genocidal monster who happened to do some good, but the bio is good and understanding Eastern Europe and western Asia depends on understanding the Mongols.
Vienna 1814 by David King This describes how the map of Europe got re-drawn at the end of the Napoleonic Wars (and how badly that went.) It's really entertaining.
Not specifically Russia, but good for understanding context and covers a lot of the world (and is nice and long) Debt: the First 5000 Years by David Graeber
Print and ebook only and Peninsular Wars rather than eastern front, but really interesting nonetheless: The Man Who Broke Napoleon's Codes: The Story of George Scovell by Mark Urban
Print only and may be hard to find, but provides serious scholarship on women in the Napoleonics, the Crimean War and British Indian subcontinent (which is related to Russian history because these conflicts and cold wars then set up today's issues) as well as relating to now. Following the Drum by Annabel Venning
There's a podcast, Hardcore History that is absolutely worth checking out. Long episodes ( 1-4 hours) usually multiple episodes on the same subject. Podcaster has not made any massive errors that I've heard (though my interests don't often overlap with his). I recommend Thor's Angels and his recounting of the fall of the Roman Republic.
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