The USSR's official travel agency, Intourist, is alive and well in post-Soviet days. They can get you a visa within a period of 6 to 10 working days for �90. The same day service costs �140:
http://www.intouristuk.com/run.php?fcnt=visa&s ession=EMB010759404845&agent=&name=
The vast majority of overseas countries (outside of the EU) require visitors to obtain a visa. These include such popular tourist destinations as India, Australia and (for many visitors) the USA. Some countries use the visa system to try to keep out 'undesirable aliens'. Others simply seem to use the system as a form of 'entry tax' on visitors. Russia simply seems to remain bogged down in Soviet-style bureaucracy
Chris