Mosfilm, the huge Soviet-era movie studio, has published a sizable portion of their catalog for free viewing on YouTube: http://youtube.com/mosfilm.

A lot of them have English subtitles. Kin-dza-dza is indeed up there. Brilliantovaya Ruka (The Diamond Arm) is another favorite of mine available with subtitles. And perhaps the most popular is the holiday classic The Irony of Fate.