I would've been a tad surprised if, say Museo de Historia de Madrid or the Historical Museum of Serbia had been established for aliens. Russia is not a prime international tourist destination so it's even more logical its cultural establishments target primarily its citizens while foreigners have - for peanuts! - both "live" and audio English-speaking (and not only English-speaking, by the way) guides at their disposal at virtually all most popular locations.
I visited that small but charming museum by the Red Square this January. Together with my wife. We're native Russian speakers.
Can't say its eminence struck us but it gives a fair picture of the country's development through the period it focuses upon. As to Russian modern history (revolutions, commies, gulags, etc.), there're plenty of opportunities to enjoy these gory niceties at other city institutions. In the State Central Museum of Contemporary History or the Museum of the History of GULAG, for example. To name just a few.
This one is recommended, of course. To try to crack the enigma of this country open.