Quite a bit. The Revolution of 1905, WWI, Russian Revolution (several actually in 1917), the Russian Civil War, Stalin and the massive social, cultural, and economic changes, purges, and a slew of other things. I can't think of a more eventful period.

I've removed this because it is an amazingly broad question. /u/fandorin gave a brief run down of a few notable occurrences, so if you want to know more, I would encourage you to make a post or two asking about those specific topics.