Quick links to some cheerful stuff:
Comedians Mikhail Zhvanetsky and Victor Shenderovich, both audio and text, lovely!
(All in Russian, of course.)
Shenderovich's Plavlennyi Syrok ("Melted Cheese") show - scroll all the way down for the archives and audio. So much stuff to catch up...
Zhvanetsky - the first random thing thing I clicked on was a work of genius - text and audio. All his old stuff is amazing. And it's so wonderful you can listen to him online...
I remember a tape of his pieces someone made for us in 1986 - we lived in Moscow then. Chernobyl made me more adult in one way that year, and it was tough; Zhvanetsky's tape was also about growing up for me, but in a very different way.
One weird thing I still believe in is that it was Zhvanetsky who made the Soviet Union collapse.
Both guys are like history books.