Much to his dismay, things aren't like they were during the Cold War.
Yes, the people are still lining up on the streets. But it's no longer for the essentials like bread and milk. Instead, they're waiting to get into Shake Shack.
Red Square used to be a staging ground for Soviet military might. Now it's got an ice skating rink.
And when Jones quizzes the Russian man and woman on the street about the good guys and bad guys in Cold War era pop culture, he's quite disappointed with the results.
One man is shown Rocky and Bullwinkle and their enemies Boris and Natasha. He points to Boris and Natasha and says, "These guys are supposed to be bad guys," he tells Jones. "But actually, this is American bull... cartoon, I think."
But as great as the man on the street segments are, nothing can compare to Jones' sit-down with Russian State Duma Deputy Vyacheslav Nikonov and their debate over how bad guys talk.
"Bad guys talk like this" could be the catchphrase of the year.
Also, be sure to watch for Jones' contentious interview with former Soviet Union President Mikhail Gorbachev, in which the former leader threatens to shove Jones up against a wall. It's not every day you get threatened by a historical figure.