VORKUTA, Russia, May 30 - This broken-down Arctic coal town does not offer much when it is comes to economic prospects. The mayor works with what he has. "My dream is to build a gulag," the mayor, Igor L. Shpektor, declared the other day in an outburst that stung like the bitter chill of late May in a place whose history is inseparable from the Soviet Union's notorious system of penal labor. He meant a gulag for tourists. "Extreme tourism," he explained.... The most significant foreign investment in Vorkuta (pronounced vor-ku-TA) since the collapse of the Soviet Union, after all,...