The below quote is very true. Customs officials in Russia can be very very very difficult. Anything made before 1945 can not be exported without the proper documents from Customs, which requires you bringing the item for inspection, pay a fee etc.
And it can takes weeks, or months to get it, if at all.
Any other document given with the purchase saying it can exported is worthless, no matter how offcial it looks.
Many items are illeagal such as Icons, medals. Don't get caught trying to epxort them. Anything military is also illeagal.
Canada is on the s**t list with Putin right now, so avoid officials (police) as much as possible.
Carry your visa and passport with you at all times as you will be checked, and expected to pay bribe is quite possible.
Police expect a pay off, when dealing with you. They will target tourists. Police are everywhere.
Note: register with the Canadian Embassy when you arrive, so they know you are there. Things are a little tense in Russia right now.
Just a word of cautious/ advise: before you buy something there for importing out of Mufer Russia -- make sure it does not have a "historic value" !! Otherwise, you will have to abandon it at the customs on the way out. The trick is: anything can be considered a historic value by the custom officer. If you are getting something pricey/expensive - then consider obtaining some kind of an official document stating that the item you are about to take outside of the country has no historic value.
P.S. if you can, stop by the Kremlin and tell uncle Putin to stop screwing around with the world peace.