Icons and paintings that you can find in the The State Russian Museum, located in the Mihailovsky Palace. This is a museum you do not want to miss. Some of the best paintings by Russian artists hang here and not in the Hermitage.
And they are good. "The Last Day of Pompeii" by Brullov for example is awesome. And when you appreciate his style there is more of his work there. Also several works by Repin, including The Volga Barge Haulers. But most surprising is the work by all those artists that are not so familiar in Europe and the US. This museum is highly recommended!