Kolya
This character is featured in the story "A Prisoner of Caucasus," and is a prisoner of war. He later dies in the story and is referred to later in "The Tsar of Love and Techno," where Alexei visits his grave and learns about him years after his death.
Roman Markin
Roman is an artist living in Communist Russia in the 1937s. After betraying his own brother and causing his death, he begins to include his brother in his paintings.
Galina
Galina is the granddaughter of the ballerina featured in one of Roman Markin's paintings. She is a dancer and marries a rich Russian man, but begins to think about an old boyfriend of hers called Kolya.