We visited Moscow in 2008 and, in the course of our perambulations, stopped in to the Eliseevsky deli, site of Behemoth's exuberant matches-and-kerosene party. I'd read M&M just a couple of years earlier, and was very curious to see the place; sadly, it was the only one of the still-existing "real" settings from the book we managed to visit.
The decor was apparently unchanged from the 1930s (more like the 1890s, possibly) except for the addition of modern open-topped refrigerator cases and electronic cash registers, so I was very disappointed by the utter lack of giant pyromaniacal black cats.
Apart from the antique giltwork, though, it compared poorly with any of our neighborhood Russian grocery stores in Los Angeles - lower-quality produce, higher prices (but then everything in Moscow was eye-wateringly expensive in 2008), and truly shocking service. Also, flies in the open-topped refrigerators. I was interested to see the pattern from which our local stores were copied, but also to see how much nicer the copies are...
By the way: if you happen to have a local Russian grocery store, give them a try sometime. The produce tends to be very good and fairly cheap, the cheese/cold cuts section will amaze you, they usually have an on-premises hot deli counter, and the bread is awesome. Obviously this can't be a universal endorsement, but the good ones tend to be very good indeed.