- Visit for more information on St Petersburg, Russia br br Being considered as the most Western city of Russia, St Petersburg is located on the Neva River at the head of the Gulf of Finland on the Baltic Sea. The city had a few names in the past century. During the first World War city was named to Petrograd and later to Leningrad before it was named back to St Petersburg in 1991. The city was once the capital city of Russia and the seat of Russia’s governmental bodies before moving to Moscow in 1918. The city hosts many landmarks and historical buildings and sites such as the Historic Centre of Saint Petersburg and Related Groups of Monuments, which makes the city an UNESCO World Heritage Site.