According to the series, Reilly wanted to grab power from Lenin. Howevever, can you imagine Russia being ruled by a guy named Sidney Reilly?
Nah, he just would have used another name...maybe his birth name of Georgi Rosenblum or the Sigmund or Sidney Rosenblum he used in England before he settled on Reilly.
http://www.spartacus.schoolnet.co.uk/SSreilly.htm
Georgi Rosenblum was born in Russia on 24th March 1874. An intelligent who could speak seven languages, Rosenblum was recruited by MI6 and given the name Sidney Reilly. Before the First World War Reilly spied on Germany and was considered to be Britain's most important secret agent.
With the outbreak of the First World War Reilly was sent to Russia where he had the responsibility of procuring arms for Britain's allies. After spending a short time in London in 1917, Reilly was smuggled into Germany and was given the task of discovering how close the country was to defeat.
In 1918 MI6 sent to Russia to assassinate Lenin. However, Dora Kaplan got to him first and although Lenin survived the attempt, Reilly returned to England. In their absence, both Reilly and Robert Bruce Lockhart, Head of Special Mission, were found guilty of espionage and sabotage and were sentenced to be shot if apprehended.
In 1924 Reilly and a British agent, Arthur Maundy Gregory, were involved in forging the Zinoviev letter and getting it published in the Daily Mail. This event contributed to the defeat of the Labour Party in the 1924 General Election.
The following year Reilly was sent to spy on the communist government in Russia. This time Sidney Reilly was captured and it was reported that he was executed in November 1925.