Moscow in particular has a few low-hanging-fruits that can be mentioned; the Metro bunkers[0] and A-135 system[1]. Both were designed to make the city deeply survivable in the event of a targeted conflict, but it's questionable how well they would have worked.
Moscow had, at least at one point, 179 DGZs (Designated Ground Zeros) from the US alone - with, I would imagine, at least another 20 or so from the UK and France.
Moscow was the most overkilled places on the planet - doesn't matter if you were in a bunker - all that would do is delay your death a bit.
[0] https://en.wikipedia.org/wiki/Metro-2
[1] https://en.wikipedia.org/wiki/A-135_anti-ballistic_missile_s...