You cannot join the Russian military, unless you are a Russian citizen. Theoretically you could lose your US citizenship if you came into a position of power in a foreign military, i.e., became an officer there. But Congress usually doesn't waste time on that. Even the Boston bomber is still a US citizen, after all.
What would happen, however, is that you'd be arrested and put on trial once you set foot on US soil. You'd be going to prison for many years.
An immigrant from Europe, I live on the American Riviera and work as an attorney in Santa Barbara, California.