The full title of the last Tsar, Nicholas II, reflects the vast multi-racial empire which he ruled. It ran (with a few minor omissions) as follows:-
"Emperor and Autocrat of all the Russias: Tsar of Moscow, of Kiev, of Vladimir, of Novgorod; Tsar of Kazan, Tsar of Astrakhan, Tsar of Poland, Tsar of Siberia, Tsar of Georgia; Lord of Pskov; Grand Duke of Smolensk, of Lithuania, of Volhynia, of Podolia and of Finland; Prince of Estonia, Livonia, Courland, Bialystok, Karelia, Tver, Perm, Viatka, Bulgaria and other countries; Lord and Grand Duke of Lower Novgorod, of Tchernigov, Riazan, Polotsk, Yaroslav, Vitebsk, Mtislav and all the region of the North; Lord and Sovereign of the countries of Iveria, Cartalinia, Kabardinia and the provinces of Armenia; Sovereign of the Circassian Princes and the Mountain Princes; Lord of Turkestan."
This reflects how the Russian Empire was built up over the centuries; in contiguous territories, similar to the trans-continental expansion of the U.S.A., rather than scattered worldwide like the British Empire. Kazan and Astrakhan, on the Volga, were conquered by Ivan the Terrible in the 16th century; and this was followed by an expansion all the way across Siberia to the Pacific, overcoming and incorporating the Stone Age tribes encountered on the way, in much the same way as the United States defeated the Red Indian tribes. The drive into the Baltic territories was begun under Peter the Great in the early 18th century. The ancient Kingdom of Poland was carved up between Russia, Prussia and Austria at the end of the century, and Finland was acquired from Sweden at the end of the Napoleonic Wars. At the same time as this, Russia took over the Trans-Caucasian kingdoms of Georgia and Armenia; but the mountain tribes of the Caucasus mountains: the Chechens and others, proved formidable foes; and it took half a century of bitter fighting before they finally submitted to Tsarist rule. Finally the Moslem emirates of Central Asia, present-day Kazkhstan, Uzbekistan and the others, here called "Turkestan", were conquered with enormous slaughter in the 19th century, leaving only the buffer-territory of Afghanistan between the Russian Empire and British India.
What is truly remarkable is that after the chaos of the Russian Revolution and civil war, Leninand the Bolsheviks managed to hang on to almost all this vast empire. Only the western fringes in the Baltic and Poland were lost, and even this loss proved temporary. Stalin was able to regain most of them in 1945, and even protected his neo-Tsarist empire with a string of Communist-ruled buffer-states. It was only under Gorbachev that the empire was lost as the Soviet Union broke up.
Unlike the British, who are taught to be ashamed of their empire, the Russians are very proud of theirs. They do not forgive Gorbachev for losing it, and support Putin's attempts to regain control over it.