Recently attempted to get a Russian transit visa in UB in order to get the bus from Olgii to Kazakhstan.
In order to get such visa you need your bus ticket through Russia from Olgii to Kazakhtan. You can only buy this in Olgii, a three day drive away. You can only apply for the visa in UB. This means 9 days of driving, to Olgii, back to UB, and back to Olgii.
There is some success with getting fake tickets through some tour agents (namely Kazakhtours, we met a kiwi guy who was successful getting his transit visa with his 'ticket' purchased from them via email. This is not as easy as it sounds.
I emailed maybe 10 companies and called various people numerous times. I made contact with Kazkahtours a few times but it never actually resulted in a ticket (the lady who runs our guesthouse in UB also called them for us numerous times) because they never called or emailed when they said they would. I also managed to get hold of Canat at Blue Wolf, he said he could get me a real ticket (by the sounds of it) for 120000T each. However he couldn't tell me the schedule for October by the third of October until the following week, as a result of following (below) events we had already lost hope by this stage and given up on the idea, especially considering it would mean staying in UB for another week and a half (at least) by the time we get the ticket and apply and receive the visa. All this hassle may have been because Olgii was busy with the eagle festival and really couldn't give a hoot about a few tourists needing a ticket that doesn't really exist.
We went to the embassy before all of this to gauge what we needed and how hard it was going to be. The man we met there was super friendly and very helpful, even had a little giggle with us at how much Americans had to pay ($250 for 'express' (4 days) visa!). So we thought we might be ok. In the end we decided to give up on ever getting a ticket and just edit our names onto the bus ticket of the kiwi guy we had met who got it from Kazakhtours, I would say we did quite a good job of it and it looked to be a real fake ticket
So we head down to the embassy to apply. Instead of friendliest Russian in the world like we met the time before, we were presented with, biggest a**hole in the world who, from before we opened our mouths was rude and aggressive and obviously had no intention of ever giving us a visa. He asked where our bus ticket from UB to Olgii was. We didn't have it, obviously, because we didn't think travel within Mongolia was relevant for a visa allowing us to transit through Russia for a night. Apparently this meant the visa was 'impossible'. It was also 'not his problem' if it meant that if we had to go away for another day to get a UB to Olgii ticket causing the dates on our Kazakhstan ticket to then be wrong and meaning would have to 'buy' another one. Which if we had actually managed to buy would have wasted $120. So we left disheartened and angry, and have since decided to give up on the idea as we don't want to have to deal with him again. There is also too much potential for wasted money. If we did everything by the book and had all these tickets bought, we would spend about $200, with everything heavily relying on dates and buses going on set days, not to mention getting the visa back in time and counting on friendly guy being on shift. Buses from UB to Olgii leave when they are full. It is near on impossible to find out when the bus will leave from Olgii. So unless we give ourselves a ton of time between all these dates its just to much risk to lose quite a bit of money (we are low on funds at the moment, for some of you it might it be an issue) because of one delay somewhere along the line, which could muck up the exact date you are supposed to enter and leave Russia. And giving yourself all this time means you waste all your time in Mongolia in UB.
To sum it up, if you want to get this visa I would urge you organize this stupid Olgii to Kazakhstan bus ticket via email before you even get to Mongolia. And if you can somehow find out what days friendly man works go then! I suspect the kiwi guy we met got him as he said he barely even glanced at his ticket and didn't take it behind the counter as part of the application. I'm also pretty sure he didn't have the UB to Olgii booked.