To start off, I recommend Yuri Slezkine, Arctic Mirrors: Russia and the Small Peoples of the North, (Ithaca, NY: Cornell University Press, 1994).

I did a historiography on Russian colonialism in Siberia. /u/treebalamb flaired moderator, who's expertise is in Late Imperial Russia | USSR helped with some of my selections. Some of the better books from it I'd recommend:

Bassin, Mark. Imperial Visions: Nationalist Imagination and Geographical Expansion in the Russian Far East, 1840-1865. Cambridge: Cambridge UP, 1999. Print.

Lincoln, W. Bruce. The Conquest of a Continent: Siberia and the Russians. New York: Random House, 1994. Print.

Russia's Frozen Frontier by Alan Wood is also good, but I ended up not using it.

On russian there is great series Historia Rossica about different aspects of russian history. For example, there was published really interesting book "Siberia as part of Russian Empire": http://www.amazon.com/sostave-Rossiiskoi-imperii-Historia-Rossica/dp/5867935108/

Also in that series was published translation of Robert Geraci's book "Window on the East". But originally it written in english: http://www.amazon.com/Window-East-National-Imperial-Identities/dp/0801476038/

And few years ago russian researcher Alexander Etkind published really interesting book "Internal Colonization". He looks on russian history as on colonizasion of self: http://www.amazon.com/Internal-Colonization-Russias-Imperial-Experience/dp/0745651305/ In Russia, this book was intellectual bestseller.