There is no visa regime in place between Russia and the former CIS states (with the exception of the Baltics), so it is very easy for people from all over the former Soviet Union to come to Moscow. Salaries are exponentially higher, and, therefore, immigration is also very lucrative. Though residents of former CIS countries are legally required to register in Moscow, in reality the system is so corrupt that it doesn't work. Immigrants falsify registrations or simply just bribe the police when they are stopped for a document check.
The number of immigrants has been met with hatred by Muscovites, though, like in the U.S., these immigrants provide services that many Muscovites don't want to perform. Of course, these immigrants are perceived as dirty and violent. Muscovite Skinheads scrawls racist graffiti all over the aparment blocks with phrases like "Khachiky go home to your mountains." In both Slovakia and in Russia, it has appeared to me that other ethnicities has replaced the xenophobia once felt towards Jews.
I teach a group of super highly educated programmers at Paradigm, an Israeli owned (though you won't find this anywhere on their website) software firm that has developed a succesful and powerful set of tools for geophysical visualization. During class, we were discussing Victory Day, which had just been celebrated in Russia, and this led to a discussion about nationalism. Two of my students, one of whom is a Russian Jew, had just returned from a business trip to Herziliya outside of Tel Aviv.
My students' Victory Day reflections led to a discussion about the Caucasian problem in Moscow. The combination of talk about Israel and Caucasians led one student to say that no one really cares of feels hatred toward Jews anymore in Russia. A non-Jewish student then said that this hatred has just simply shifted and is now taken out on Caucausians. I then asked my students of there were any differences between the Jews and the Caucausians. Another ethnic Russian student answered that "Russians hate the Caucasians because they have refused to assimilate." The Jewish student made the obvious retort. Hatred during Soviet times, did not depend on assimilation. Xenophobia is a complex phenomena that I won't even attempt to explain. Howeverm, it is true that, like Jews, Caucasians have been very successful in Moscow, especially in the opening of markets, and the Russians don't liek it it when outsiders get ahead.