Russia House is pretty close, maybe a 10 minute walk from my place. I gather that Federov, Ovechkin, and Semin used to hang there a lot. A guy I met at a Caps game who worked at the store across the intersection said that Semin stopped in for cigarettes on a regular basis, but he was also a Rangers fan, so I have no faith in his accusations.
Directly across the street is that palace of wonders, "The Royal Palace", so if one is so inclined after sipping fine vodkas, they can take in some pole-spinning tramps before heading home.
Anyways, Russia House apparently has a vodka & caviar sampler, lots of brands that aren't available anywhere else.