To gain an understanding of Russia's love-hate relationship with communism, take the metro from Teatralnaya to Tverskaya and head for the Museum of Contemporary Russian History (21 Tverskaya; 7-495-699-6724; russianmuseums.info). Located in Russia's most prestigious pre-1917 hangout, the English Club, the museum elucidates the birth and death of the Soviet state from the Russian perspective. You need an English-speaking guide to explain the artifacts, which range from late-nineteenth-century torture instruments to stones thrown by members of the proletariat in the 1905 Revolution. In showing just how severe economic and social conditions were—and how many Russian lives were taken by revolution and war in the first half of the twentieth century (a staggering 55 million)—the museum helps explain why the country is the way it is and why Russians act the way they do.

Grab lunch at one of the coffee shops near Pushkin Square, then take the metro from Tverskaya back to Teatralnaya, switch to the dark-blue line, and ride six stops eastward to Partizanskaya. There you'll find Izmailovsky Park, with its huge outdoor bazaar selling Russian crafts, apparel, and other souvenirs—everything from fur hats to Lomonosov porcelain. It has the same items you've seen in gift shops, only the selection is greater and the prices lower. Not a shopper? There's another reason to come to this Soviet-style working-class neighborhood. A 15-minute walk away, hidden beneath a stadium from the 1930s, lies Stalin's secret underground bunker. The workers at the vegetable markets next door have no idea it's there, nor are they aware of the secret underground train track leading to the Kremlin 10.5 miles away. The bunker is off-limits to the general public, but Exeter International can get you in. If you're traveling with another couple and can split the $720 fee, in my opinion it's worth it. Although only 5,000 square feet of the million-square-foot fortress are visible, I was left with an unforgettable impression of how similar—in ostentation, paranoia, and corruption—Stalin was to the czars who preceded him.

Top off your day with the traditional form of entertainment favored by the proletariat: the circus. In one night at the Old Moscow Circus (a two-minute walk from the Tsvetnoy Bulvar metro stop; circusnikulin.ru), you will see more smiling faces, colorful clothing, and exuberant spirits than on all the other days of your trip combined. You will also see a bear doing a handstand on a tightrope and an elephant stomping its foot while playing the harmonica.

Day 4 (Sunday): Building the New Russia
Perhaps the most powerful symbol of the post-Communist reconstruction and spiritual revival shaping Russia today is the Cathedral of Christ the Savior (xxc.ru). If you can get there by 9 a.m. (from your hotel, take the red line two stops to Kropotkinskaya), the one weekly service should still be going on. This awesome church, Russia's largest, is an exact replica of the original nineteenth-century one that was demolished in 1931 under Stalin and turned into a swimming pool. It was resurrected in the 1990s at a cost of $220 million.