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This question may be about one of two things -- either actual Russian dining traditions today, or the historic term "Russian dining", so I'll address both.
Let's get the shorter part of the answer out of the way first. As a culinary term, "service � la russe", which came into use in the early 19th century, means a style of dining in which courses are brought to the table in a sequence. There are also other rules under service � la russe, governing everything from the flatware arrangement to the plate size, but its most distinguishing feature is the sequential manner of serving the courses. Cold appetizers are generally followed by soup, then fish, then the main course, then the dessert, then the cheese, and finished with coffee and sweet liquors. This is distinguished from service � la fran�aise, in which all dishes are brought to the table simultaneously. Service � la russequickly caught on, however, and it is the style in which most restaurants today serve their food.
In terms of actual Russian traditions today, I'll try to answer briefly without going into the specifics of ethnic cuisine, and will concentrate on festive dining. I say "festive" because fine dining in Russia, as exemplified by the traditional service � la russe, is pretty much identical to that in the West, but holiday dining traditions in families and ordinary restaurants are markedly different.
The meal is usually composed of three courses: appetizers (which may further be split into cold appetizers followed by hot appetizers), the main course, and dessert. In the home, food is served on shared platters for diners to serve themselves, as opposed to individual portions. There is no soup course. For some reason which I do not quite understand, soups do not feature at all in festive dining, despite the fact that Russian cuisine is quite rich in various kinds of soups. There is no cheese course, either. In fact, cheeses are served with the appetizers -- even very strongly flavored ones. Coffee and tea are served simultaneously with dessert.
The appetizers are by far the most important part of the meal. The emphasis is on variety, rather than merely whetting the appetite as the English word "appetizer" may suggest. A proper holiday table must be overflowing with all kinds of appetizers -- salads, galatins, pies, pickled vegetables and mushrooms, cold cuts, cheeses, caviar, vegetable spreads and smoked fish. The "main" course is almost an afterthought. Nevertheless, it usually consists of a hearty meat or poultry dish with a side dish of some kind of potatoes or grains. Pasta, which historically has been of very poor quality in Russia, is considered vulgar food and is not usually seen at the traditional holiday table. The holiday dessert course consists of a torte and a variety of fruit preserves (particularly if the majority of guests elect to have tea, rather than coffee).
It is generally considered bad taste to consume different alcohols in the course of a single meal (except for sweet liquors at the end). So champagne with the first course, red wine with the main and Grand Marnier with the dessert is not something you will see in Russia very often. In fact, Russian pairing and drinking traditions are positively mystifying to a westerner. Wines are mostly sweet or semi-sweet. Dry wines are considered inferior and are usually served chilled (sometimes even over ice) to dull their bouquet. (That scene from The Sopranos, where Tony's Russian home attendant winces at Furio's wine and says that it "needs ice" is priceless -- David Chase had really done his research.) It is not unusual to see people drinking Cognac or port with the appetizers or the main course.