Kontora Kooka (“the office of Cook”): an avant-garde, experimental, industrial, art/post-punk band from Samara. Most of their albums are on bandcamp.
Auktyon (auction) is a great, versatile band from St. Petersburg led by Leonid Fedorov. It has been around from 1978, changing genres and accumulating influences since then. Avant-garde, folk, experimental, alternative rock.
Leonid Fedorov himself has very interesting solo work.
Auktyon – I den’ i noch’ (Day and night)
Auktyon – Propal (Disappeared)
Kubikmaggi is a band from St. Petersburg which does awesome avant-garde music blending jazz, rock, classical, progressive rock… They call it jazz-punk. Vocal, piano, drums, bass and sampling.
Kubikmaggi – Tapping