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I have not been entirely successful with Russia. I move all my units back to a defensive line from Kiev North, and win at first and think that Germany is crushed and then they come on strong in 42 and kill me. Any ideas that work in the early years for Russia??

just hold your breath and hope for some long winters

Are you talking about playing against another computer or the AI?

In either case I recommend as follows:

1. Build labs (for research) as sson as poosible. Build armor lab 1st and then infantry and than alternate back and forth. You might want to build a General Lab as your last lab or two.

2. With your armor focus on "armor". With your infantry focus your research on Defences or anti-tank (the latter if your opponent has lots of armour.

3. Always play with limited oil on.

4. Build 3 leaders early and space them so all of your units are within 8 hexes of a leader if possible.

5. When Barabrossa starts retreat all your frontline units to avoid them getting destroyed. Try and form a line behind rivers. On the first turn rail move all units possible to near the front line (yes I know it costs 7 Production pts for each unit over two that you rail move, do it anyway).

6. Attack as aggressively as you can the first turn or two of severe winter, even longer if you have the Axis on the ropes.

7. When Spring 42 arrives and you don't believe you are strong enough to renew the offensive, than retreat again. Trade space for time and try and keep your losses to a minimum. In particular preserve your armor and your leaders.

8. With the Western Allies, protect the Russian convoys and open up a Second Front ASAP.

Use all the above suggestions carefully. Every game is different and you have to know when to adapt.

HarryBanana's suggestions are excellent. I would add a couple more:
 
1. If you're playing the 1939 campaign, build 3-4 tank units while you're still waiting for Russia to enter the war. Place them around Novgorord.
 
2. Build Zhukov, place him in Leningrad once the Germans attack.
 
3. Use the Novgorod armor to attack Finland immediately and knock them out of the war. You have to do this fast, before the German armor penetrates too far into Russia. If you do it quickly you can completely eliminate a flanking move from Finland.
 
4. One strategy that can work effectively is to pull your armor back and actually not attack during the first winter. Group all your armor into a massive strike force. The Germans may get complacent if they underestimate the size of forces defending Russia, and will spread their forces. When spring resumes in 1942, wait for the Germans to overextend themselves and counterattack with massive force.