Or to be more precise, what were they supposed to do? They flew their own Beech Bonanza from Nome, Alaska, to Anadyr, Chukotka Autonomous Okrug, Russia (in the eastern tip of the country). They claimed to have gotten the proper visa.
Here's the video in question. I cued it up to 19:53 where they start to talk about what happened.
Now, Anadyr is on the south bank of an inlet. The airport is on the north side, and they're connected with a ferry: At 25:48 the narrator explains that if you cross the water to enter Anadyr, that's what needs special permission. Does any of that make sense?
What really happened? And was it a trivial violation as they made it sound, or is it a serious violation that would prejudice future attempts to enter Russia?