Unfortunately, for foreign students there is a very limited number of scholarships and grants. Candidates from Russia, you can pay attention to BAT Cambridge Scholarship for Russia. In case of success should count for partial payment of tuition in the amount of 3-4 thousand pounds.
There are also examples when the guys from the CIS wins a major international scholarship or a private scholarship under his individual study. On the University website you can see a list of grants available to citizens of any country.