Sniff around the BBC news website. They’ve got the news in Russian, and I’d be surprised if they don’t have a streaming Russian language audio broadcast. I’m certain you can find other Russian language internet radio type streaming broadcasts.
Maastricht’s advice is also excellent. First with subtitles so you know what they’re saying, then without subtitles so your brain and ears can work it out.
You don’t have any Russian channels way up there in the higher numbers on your digital cable? We, to my surprise, have [del]three[/del] sorry, five.
Ah, that’s a little more difficult, isn’t it? 
Well, I always did know girls were sinister.
Just a touch… 
I’m not sure that English spoken with a Scottish accent counts as a foreign language, so I have no experience on this one… 
But my friends say it works…
American cable networks are less than accommodating when it comes to foreign-language channels. Spanish is the only thing I get. But I will be looking at the streaming channels on BBC, I think the cat will appreciate it too.
Stage musicals and some movie musicals are often released in foreign languages. Check out the Footlight Records website and/or eBay for available recordings. Some come with printed lyrics.
I use visualization, stories, words that sound vaguely similar in my native English, or other mental tricks to associate meaning. For example, I used the image of a skidding Subaru car to remember that 滑る (suberu) means, “to slip, slide”.
I learned that word before I learned the kanji, but I leveraged that to help when I learned it: the left three strokes are the “water” radical, and the right part means “bone”. So if you slip on the water, you can break a bone. Presto, one memorized package for character recognition and meaning. I learn pretty much all my kanji by making up a story mnemonic using the meanings of the constituent characters. If I’m lucky I can work in a reading or two at the same time.
If I’m trying to master grammar, I’ll concentrate on one or two — never similar points so that I avoid conflating or confusing them — and use them as often as applicable, until I’m satisfied that I know how and when to use them. The repetition and live use makes it automatic after a while. The drawback is that I act like a five year old while I’m doing this, since I’ll talk to myself all the time, practicing my new grammar, and I’ll rephrase things that people tell me so that I can use whatever my new linguistic toy is.
I used to make vocabulary lists. Whenever I ran into a gap in knowledge either from or to Japanese, I’d make a note and later look up the words I didn’t know. I learned some unusual and advanced vocabulary that way.
I studied Spanish when I was younger and hadn’t come up with more sophisticated techniques. The only thing I used to do then was to think in the language as much as possible, which I still do. If I don’t know all the words or all the necessary grammar, I’ll just mix in English until I get the parts I need, either from feedback or from further study.
Heh. Julieta was my second love in the world of música latina. Shakira taught me the subjunctive and a lot of basic vocab, and Julieta helped a lot with set phrases and useful sentence pieces.
For vocabulary, I use colored flashcards. Feminine/neuter/masculine all get their own colors, as do verbs and prepositions. Bright colors help–it keeps your brain active, and if you really, really stick to the colors then your brain will associate the color with what the word was printed on, and you’ll get faster recall.