Do they have Cozy neighborhood million dollars homes in Russia?

Better, actual palaces.

Russia is a communist country so the houses that are in the million dollar range would only be for those of high ranks. No aristocracy. 

There are gated communities where rich people live, with spacious, custom designed and built homes, but these neighborhoods are anything but cozy.  People who live there are worried about their security.   In fact, it feels more like they are under siege.  

These communities are surrounded by high fences, guarded by security guards, under constant video surveillance, and access is controlled.  Once you get inside, each house is also surrounded by solid fences, have video cameras and alarm systems.  You hardly see any people on the streets.  

Oligarchs have to live somewhere.

007 was there so must be 

Oligarchs have to live somewhere.