Kiev is the best Eastern European/Russian grocery store in Pittsburgh so far. It's clean, well-lit, the food is fresh and the people who work here are friendly. They have pelmeni, caviar, tvorog, a nice variety of kolbasa and salo, seaweed salad, freshly pickled cabbage and tomatoes. This is only place I was able to find that that sells pre-made Olivie (and it is delicious, a huge container of it is sitting currently in my fridge).
There's also a wall with konfeti (candy) that you can buy by weight and make your own assortment. Bunch of pickled veggies, canned sardines and etc. The only thing that was lacking here was bread but I don't feel like it's a drawback since you can get most of your Russian-tasting bread at numerous Jewish bakeries up the street. They even have some greetings cards and Russian magazines and newspapers. And you can order birthday cakes here from a Russian bakery in NYC!