The title says it all. I've tried searching information on opium use in Europe, but I can't find any source that says whether or not opium dens were ever prominent in Russia specifically.
There is solid evidence that Chinese Muslims who immigrated to Russia brought Opium there in the nineteenth century. From Svetlana Rimsky- Korsakoff Dyer article for the Australian National University entitled "Karakunuz: An Early Settlement of the Chinese Muslims in Russia"
"The Dungans,the descendants of Chinese Muslims who migrated to Russia over a hundred years ago, are an ethnic minority of Central Asia.' They arrived in Russia in two distinct migrations. The first migration was the direct outcome of the Muslim rebellions in northwest China (1862-1878)." [Rimsky- Korsakoff Dyer, 1992, Karakunuz: An Early Settlement of the Chinese Muslims in Russia, p. 243]
"Whereas Tsibuzgin and Shmakov, for example, describe the hairstyle of Dungan girls, list the vegetables grown by the Dungans, and reveal that the Dungans smoke opium, sing well, and are avid cardplayers,..."[Rimsky- Korsakoff Dyer, 1992, Karakunuz: An Early Settlement of the Chinese Muslims in Russia, p. 247]
She then details the "Big Tokmak" in the Russian city of Karakunuz, which amongst other things serves as an opium den. Although from her description it appears that it isn't like the English and French opium dens in which the focus was on opium. Depending on your description of an 'opium den', the Big Tokmak may not even qualify as such despite the fact that opium smoking did take place there.
"Dungans do not like to stay in Karakunuz for too long without a break. They visit Big Tokmak fairly often. Nearly every morning a long string of Dungan carts heads for Tokmak, each cart drawn by two horses. The drivers, skillfully using a special whip, urge the horses on with such exclamations as "Uo-uo-uo!" "Yo!" or "Tyrch!" Dungans regard Tokmak as a kind of club: they drink tea there, eat noodles, smoke opium, play cards, set up quail fights, and chat loudly about the issues of the day."[Rimsky- Korsakoff Dyer, 1992, Karakunuz: An Early Settlement of the Chinese Muslims in Russia, p. 256]
The emphasized text indicates that opium was grown throughout the Zhetysu province (in which Karakunuz resides), incorporated into the Russian empire in the nineteenth century and now a part of Kazakhstan.
"Large areas of the Karakunuz fields are sown with opium poppies to cater to the habit of smoking opium brought by the Dungans from China. We have heard on several occasions that the price of opium in Karakunuz is cheaper than anywhere else in the Semirech'e area.
It is said that the nearer to China, the dearer the price of opium. Many Dungans asked us whether Russians have any sort of medicine to cure the habit of opium smoking. There is one remedy that Dungans regard as effective: this medicine is in the form of small black balls the size of a pea, and is very complicated in composition, consisting of the juices of various plants. Naturally, this remedy alone is not enough to win the battle against this fatal passion: one also needs to have strong willpower, and this is just what the opium smoker lacks. There is an interesting Dungan song about opium smokers that describes the severe consequences of this ruinous habit, and it is said that users of opium get very angry when it is sung in their presence. This song was published in the Semirech'e Regional Gazette in 1897. There is no doubt that opium undermines the Dungans' health and shortens their lives."
Despite this, there is little evidence (that I can find) that opium gained the same prominence in Russia as it did in England, France, and America. It is possible that opium became more popular in those countries due to the forced trade of opium in China as a means of maintaining control over the populace and deriving profits. These merchants who were blessed by those European powers to trade opium in China then brought opium back to their home countries.
I don't know too much about Russia's involvement in the Chinese Opium trade, but what evidence I have come across suggests they largely kept out of it. If this is true this would be supportive of that hypothesis.