OH MAH GOSH!
If MY husband missed the train and I thought he was dead in post- Soviet Russia then I would kill him! If I was a tourist, that is. No, screw that, I take that back. He's dead.
The thing with the nesting dolls and "dat crack cocaine" did happen, and the KGB was horribly corrupt. Often they would abuse their power and traffic drugs and what-not. And hell, if you've got their weed you're doomed anyways, so smoke it.
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The train-- For those of you who don't know, the Transiberian is a rail way that goes between Beijing, Vladivostok and Moscow. The train actually was set up in the movie as it was- there were two sets of rails fo