Found in Russia. Approx. 7 cm.
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This is Crane fly, of the Tipulidae family. They don't bite humans, adults feed on nectar. Larvae prefer moist environments such as wet soil or decomposing vegetable matter and can consume roots and vegetation, damaging plants. Among others, bats and some Coleoptera are its predators. Further informations can be found in the Wikipedia article linked above.
As a complement to Mattia Rovetta's answer, notice that this insect has only 2 wings, while insects typically have four.
Like flies and mosquitoes, these are Diptera: the hind wings have evolved into a stucture called "Haltere", and one of these small halteres can be seen on your upper photo.
The wikipedia page about halters is illustrated by a Crane Fly photo (as of June 2013), which is quite similar to your insect, but might be of a different species, if I judge by the fact that yours has a dark spot on the wing.
It is indeed a crane fly and there are >15000 species worldwide. Also see answers to this question: What is this insect?.