Sacred Haven of Debauchery

By the way, does anyone know of a game where you can play as Russia in a historical setting? Ideally, it would also include vodka, lard, bears, and caravan raids.

Oh, I can recommend Civilization (IV is probably better, although you can also play older versions). There are bears too, but they're barbarians and will attack you :), and as for lard and vodka... well, wine and pigs as goods should work? :o There are also elements of caravan raiding. :) And most importantly, you can get loot!