Valery, Played by Vitali Baganov, was a member of the Russian mob, acquainted with Tony Soprano through his business association with the organization. Valery was shown as a heavy drinker and volatile alcoholic who got into debt with Silvio Dante. He is fluent in both his native Russian language and English language. Valery had been a member of the Spetsnaz in his native Russia, and fought in Chechen Republic of Ichkeria during what is assumed to be the Second Chechen War, with 16 confirmed kills. Coming from poverty and hardship, Valery enjoys the wealthy and prosperous American lifestyle investing widely in state-of-the-art television, stereo system and other modern day commodities that he was deprived of in his home country. The Russian boss, Slava told Valery to pay the debt in order to keep up good relations with the Soprano Family. Slava also revealed to Tony that they served together in the Federal Security Service of the Russian Federation and he loves Valery like a brother for saving his life; but wants Valery to sober up from his alcoholism and cocaine addiction.
Paulie Walnuts and Christopher Moltisanti visit him at his apartment one morning to collect his payment, where Valery readily handed over the envelope of money and offered the two men vodka. Paulie, however, responded to a perceived slight by being intentionally careless with Valery's electronic equipment, causing a brawl in which the two believed they had killed Valery. They drove out to the Pine Barrens to dispose of him but when they arrived he was awake and had bitten through the tape they used to restrain him. They marched him into the snow to dig his own grave and laughed at him for being poorly dressed in winter, but Valery yelled in his native Russian that the Pine Barrens is nothing compared to the Russian tundra, then attacked an overconfident Paulie and Christopher with the shovel they gave him to dig with and escaped. Christopher and Paulie gave chase, firing as they ran, Paulie seemingly hit Valery in the head, but to the amazement of his pursuers, Valery got back up and continued running. The two men continue looking for him but eventually give up, and realize they're lost in the wilderness. Chris and Paulie then spend a miserable night in an abandoned van in the Pine Barrens. On rescuing the pair, Tony makes it clear that if Valery makes it back to North Jersey alive, it is Paulie who will have to deal with Slava, not him.
Valery's fate after this point is unclear. Valery's body was never found, and Paulie's car was stolen from the remote location where it was parked in the wilderness, although there is no way to tell if it was Valery who stole it, or just some local kids. An HBO promo shows notable characters who have been murdered over the course of the series and does show Valery as having died in this episode, but with a question mark, indicating that there is some doubt about this, as it was never conclusively stated, one way or another.
- Appears in: "...To Save Us All From Satan's Power", "Pine Barrens"
Valery's fate is unclear. He was possibly killed by Paulie's shot, but as the two men search, the camera suddenly pulls back and up, showing a viewpoint looking down on the two gangsters, possibly implying that Valery is watching them from high up in a tree. Paulie's car is missing and possibly stolen by him. Valery is never seen again (on-screen) for the remainder of the series. David Chase has said in the past that the episode was not intended to evolve into a story arc. HBO's promotional material lists him as dead, although it does so with a question mark.
On the fate of the Russian, Terence Winter said:
- "That's the question I get asked more than any other. It drives people crazy: 'Where's the Russian? What happened to the Russian?' We could say, 'Well, he got out and there's a big mob war with the Russians,' or 'He crawled off and died.' But we wanted to keep it ambiguous. You know, not everything gets answered in life."
David Chase said:
- "They shot a guy. Who knows where he went? Who cares about some Russian? This is what Hollywood has done to America. Do you have to have closure on every little thing? Isn't there any mystery in the world? It's a murky world out there. It's a murky life these guys lead. And by the way, I do know where the Russian is. But I'll never say because so many people got so pissy about it."
Later, Chase would say in an interview at the Actors Guild:
"OK, this is what happened. Some Boy Scouts found the Russian, who had the telephone number to his boss, Slava, in his pocket. They called Slava, who took him to the hospital where he had brain surgery. And then Slava sent him back to the Soviet Union.""
Michael Imperioli and Tony Sirico discussed the episode in a June 10, 2007 New York Times article titled "One Final Whack at That HBO Mob".
“That episode was like a little one-act play,” Mr. Imperioli said. “Like a different version of ‘Waiting for Godot.’ ” Ever since, viewers have been waiting for the mobster to return, ready for revenge. But he has never reappeared. “This show was never what people expected,” Mr. Imperioli said."
In the same article:
Mr. Sirico said a tease had been in the works. "We had a scene this season when Chris and I are talking in the bar about whatever happened to that Russian guy. And in the script we were supposed to go outside and there he was standing on the corner. But when we went to shoot it, they took it out. I think David didn’t like it. He wanted the audience just to suffer.”"