The general rule is that you should apply in your country of citizenship, or your country of residence. It sounds like in your case both of those are Russia.
However the key word there is "should" - not "must". Most US consulates will accept applications for visas from people who reside in a different country, although sometimes with additional restrictions (eg, consulates in Canada generally have a longer waiting time for non-CA citizens/residents).
You will need to show proof of your legal status in the country you are applying in (which in your case is likely a Schengen visa and entry stamp so fairly easy to provide).
You may be questioned as to why you are applying in that country, in which case you should tell the truth (especially as the consulate staff will already almost certainly know the answer!)
As a general rule, your chances of having your application rejected and/or put into administrative processing is higher when you apply outside of your home country. This could be due to any number of things, including language issue (both spoken and written) and the potential that you are applying in a different country to try and game the system somehow. Given your situation there's not really anything you can do to avoid this possibility...
(I've applied for US visas on multiple occasions outside of my country of citizenship/residence and never had a problem - but as is always the case, it depends on your specific situation)