The Yale University Art Gallery has some relevant materials in their collection. While not part of the Yale University Library System, the collections are accessible for research.
The collection is particularly strong in the area of Suprematist, abstract, and other 20th-century Modernist Russian art. Works by Malevich, Kandinsky, Chagall, and others are well represented. Additional highlights include paintings, sculpture, and photography by Modernist and contemporary Czech artists, fragments of Russian textiles, and costume designs by Czech and Russian artists.
Numerous coins and medals from the region are also held at YUAG. Formerly known as the Yale Numismatic Collection, jurisdiction over it passed from the University Library to the Yale University Art Gallery in 2001. The collection now comprises approximately 100,000 pieces and is by far the largest assemblage at any American university. Imperial Russian pieces from the collection were the subject of a 2003 exhibition, available here.