One of the first mentions of Russian Roulette in literature was in a 1840 novel by Russian poet Lermontov "Hero of Our Time" (Full ebook available on Gutenberg Project, scene is in the last chapter of the book).
Since Lermontow was a Russian officer who served in Caucasus and at least some facts\stories in the novel (which is a work of fiction) were autobiographical, the Russian Roulette story might have some real background behind it.
EDIT: I did some additional research and found some obscure references in a biography of Russian general Mihail Skobelev (russian only, Google Books link here, unsure if it was ever translated), who lived 1843—1882 and was famous due to his service in one of many Russian-Turkish wars in 1870-s. The books mentions that Skobelev was aware of the risky game his officers played, unofficially approved it as a display of valor and bravery, but was forced to punish it severely due to special order from Emperor Alexander II by demoting involved officers to common soldiers (officers were mostly nobility, soldiers were mostly peasants, so this demotion would be quite shameful). Book fails to reference any sources though, and I also was unable to find any traces of such law or order.
But if those facts are true, it all fits quite well. Early 1800s during Lermontov time the Roulette appeared among officers on Caucasus (note that Lermontov describes the game, but never actually calls it Russian Roulette), late in 1870s it is well known, has its official name "the Roulette" and is popular enough to requite special actions from Emperor and generals to stop its spread among officers.
The concept may stem from a story in Collier's in 1937, per the Oxford English Dictionary, (G. Surdez in Collier's 30 Jan. 1937), which describes the practice as it's come to be known. A search of the New York Times turned up dozens of references prior to the 1960s (65 between 1942-1959 in fact), most of which are death notices involving young men to have been killed in the U.S. playing the "game."
The earliest examples:
"Gamble With One Cartridge in Revolver Costs Life of Fordham Sophomore, 20" New York Times 02 May 1942: 15.
"RUSSIAN ROULETTE' FATAL: Boy, 12, Is Killed by the One Cartridge in Revolver" New York Times 27 Feb 1949: 36.
"RUSSIAN ROULETTE FATAL: Youth, Exhibiting His Luck to His Brothers, Is Killed" New York Times 28 Dec 1953: 28.
Interestingly, the first of these explains the term by noting it was "said to have been practiced in the army of the Czar" while the second speculates that it "originated in the movies." The third doesn't bother to define it at all, so one might assume that by 1953 the writer believed his audience to know what Russian roulette meant and did not require any additional explanation.
In all of these stories young men/boys (the youngest victim was 12) die playing the game with friends.
Of course "Russian Roulette" became popularized in the late 1970s after the release of Michael Cimino's Oscar Winning Film "The Deer Hunter".
In the film American prisoners of war are forced to play the game while their North Vietnamese captors bet on the outcomes.
https://www.youtube.com/watch?v=aCW9NsrV6VM
I believe Cimino made it clear in later interviews (I will try to find a source) that the scenes were to be taken metaphorically; indicative of the impossible state these prisoners found themselves in. And there were no true reports of prisoners of war being forced to play Russian Roulette.
But this did not stop many people (typically kids) from playing the game themselves. This report from the Christian Science Monitor in 1981 reports that 15 people had died from playing the game, apparently inspired by TV showings of the Deer Hunter that year.
It's an excellent, long article. Well worth reading.
Frank Andersson - A Swedish Olympic wrestler have played Russian roulette, I have translated what he said about it in an interview by Expressen, a Swedish newspaper:
“I have played Russian Roulette. It was a late night in 1985. I was the only one who tried it and I won 50 000 SEK since there were nobody else that dared…It happened, of course, at a boozeroo [party with loads of alcohol. My not.], says Anderson and laughs. –You don’t think. You just pull the trigger. And everything went fine so there was nothing more to it. –Your chances are good if you think about the statistics. Says Andersson and continues. –I’m not sure if it was a challenge, but I have always sought thrills my whole life. But I would never redo it.
Malcolm X claimed to have played a game of Russian Roulette in his lifetime in his autobiography, but the reporter who helped him write it later claimed he had palmed the round, ensuring his safety.
If you're looking for references of it actually being used I can suggest the book Can't Stop, Won't Stop by Jeff Chang which describes the beginning of the Hip Hop culture in Bronx and other New York suburbs in the 60's and 70's. In the book he has gathered testimonials of gangs at the time with a lot of information about their perspective of what they experienced (mostly as a result of the building of the Cross-Bronx Expressway). Some of the testimonials include former gang members' recollecting their initiation rites; some which included, among other things, performing a russian roulette.
Since there was a question about testimonials from survivors: It's too recent to qualify as "history", but in June of 2014 the journal Plastic and Reconstructive Surgery published a case study of a 20-year-old Albanian man who had survived a through-and-through gunshot wound to the head from a .22 revolver during a game of Russian Roulette. The article indicates that the authors were able to find only one other published case study involving a survivor of a Russian Roulette-related gunshot wound to the head: an Italian man whose case was described in that same publication in 2009. A citation for that piece is provided at the end of the article. I mention this article and its conclusion in order to provide an explanation for the apparent lack of cases falling outside the 20-year window that defines eligibility for this subreddit.
The article can be read here. Please bear in mind, however, that it includes some extremely graphic images of pre-surgery facial injuries, and as such is NSFW (unless, of course, you work in reconstructive surgery or a similar field).
Well, according to his own book "Monster", Sanyika Shakur a.k.a Monster Cody Scott, used to regularly play Russian Roulette with other Crips in the early 80s, and lost a few friends that way.
The problem is, of course, there's no one to verify that part of his story but him, and according to contemporary LA Crips, he seriously embellished his past.