Yes, and they apparently still do. In the Chelyabinsk meteor incident "a fourth-grade teacher in Chelyabinsk, Yulia Karbysheva, saved 44 children from potentially life threatening imploding window glass cuts. Despite not knowing the origin of the intense flash of light, Karbysheva thought it prudent to take precautionary measures by ordering her students to stay away from the room's windows and to perform a duck and cover maneuver."

From what I know, the practice was stopped in other Eastern Bloc countries, such as Czechoslovakia, after the fall of Communism.

Please check this old thread - http://en.reddit.com/r/AskHistorians/comments/1rjtu5/during_the_cold_war_was_there_a_soviet_version_of/