Nope, never been to Russia, but even the biggest nightclubs are still small buildings and have too little space and ceiling heighth to allow fireworks to always fizzle out without landing on something.
There have been several terrible, mass casualty nightclub fires in the US. I remember one in Kentucky twenty or more years ago. Fireworks in a nightclub just insane.
http://en.wikipedia.org/wiki/Beverly_Hills_Supper_Club_fire
Not fireworks in that Kentucky fire, but small buildings with large numbers of people are the last place fireworks or any obvious potential fire hazard should be allowed.
The first thing I noticed was having to step so far to get into and off the elevator in the apartments.
In 1995 at the largest airport in Moscow, Sheremeteyov, they had these beat up old grocery carts for luggage carts, but I could not find one that would actually roll. A man went down in the airport and some people in white came and kind of kicked at him a bit to see if he would move.
The people in the apartments threw food out of the windows, even from the 20th story, for the many stray dogs outside in the cold winter months. There were no animal shelters.
At the Moscow circus they laid loaded pistols around near the audience in case one of the Siberian tigers escaped during the performance. (I have since returned and they apparently stopped doing that a few years later.)
In Russia you come to know God.