I vote for the books idea. Maybe some in Russian (assuming the parents can read that) and some in English, some for reading out loud and some with few or no words per page so the kids can enjoy them on their own and that the parents can manage to "read" in either language. Our kids weren't adopted, but we tried to get them bi-lingual ASAP, what with them growing up here in Norway and my side of the family back in the US knowing no Norwegian. Books helped with that.

Also, some 20 or so years ago, baby OshKoshes and baby Levis were really popular gifts from the US for new babies in the European side of the family, including Russia. Of course, nowadays neither brand is made in the US any more. Still, they can kinda symbolize the new homeland.