Yeah, Steam doesn't sell Skyrim in Russia. But you can buy the game from a Russian retailer online (costs about $15 USD), and they'll send you a scanned image of the activation key. That key can be used on Steam to activate the game.
You can do this with a lot of games to get them real cheap. However, you'll end up with the Russian versions.
Skyrim seems to be region-locked, though, so in order to play it using Steam, you'd have to VPN to a Russian IP to download it, and then switch to offline mode every time you want to play, because it's going to check your IP every time.
You MAY be able to get Steam Support to edit the game on your account and authorize you for the US version of the game, but that's a stretch, because they may not allow it.