The three of them conceived the band in a bar in 1986 as a joke on the waning power of the Soviet Union.

The two musicians expressed their wishes that Kaurismäki would direct their first music video, which resulted in the short film Rocky VI (1986).

[1][2] The band appeared in two subsequent music videos: Those Were the Days (1992)[3] and These Boots (1993),[4] as well as a concert film The Total Balalaika Show (1994)[5] all directed by Kaurismäki.

[7][8][9] Red X-Mas was a tour of Finland by the Leningrad Cowboys and the Russian Air Force Choir from 27 November to 7 December 2013, featuring over 60 performers.

[12] Dog'y'Dog also appeared in the Bonehead game for Android developed by Leningrad Cowboys Studios and Fingersoft and released 13 May 2014.