The Stalinist Russia one is about a man named Pekkala (like the witch in The Golden Compass. This kept throwing me off), who was an extra-special secret agent for the tsar but has spent the years since the revolution in a labor camp.

He gets recalled to figure out whether the Romanovs are all dead, where they're buried, and where their secret treasure is. Manage it, and he wins his freedom; fail, and it's back to the labor camp.

So Pekkala and his brother who has hasn't seen for decades because they are feuding and a chef-turned-commissar (who is my favorite) set off on a road trip to find the Romanovs' bones.