if I bought the phone in USA can I change it in Russia?

no im scared you cant...

go to the apple store in russia if you have one. and try to ask them to unlocked it for you. this is because you bought the phone in the USA and you didnt choose to buy it unlocked already.

You will get NO service or support in Russia for a US purchased iPhone

The warranty is not international and is only valid in the country of original purchase

If the iPhone is locked to a US carrier ,then only that Carrier can unlock it

Carriers lock iPhones NOT Apple

Disregard chris Nana's post it is completely incorrect

Nope. Buy a plane ticket & fly back to the US, then make an appointment at any Apple store. Either that, or mail the phone to a friend/relative in the US & have them take it to an Apple store for you.

No authorized service provider, in Russia, will touch an iPhone not purchased in Russia.

You live & you learn.

No - you cannot change it. The warranty is not international. If this is an unlocked iPhone 5, then the Russian stores will literally not even have the appropriate model to replace yours with. The warranty requires that your model be exchanged for the exact same model & capacity device - since the unlocked USA iPhone 5 is specific to the USA and Canada, no Russian store will have replacement units.

You will need to return to the USA to get service - you cannot ship it internationally as Apple will not ship a return outside of the USA.

Your friend can make an appointment at an Apple store, & if covered by warranty, the genius bar will replace the phone. Warranty is tied to the device, not individual.