The Red Army liberated all Nazi death camps (or what remained of them) as well as Sachsenhausen, Ravensbrueck, and many many more. As for what they thought, here is a paper by Soviet war correspondent Vasily Grossman on the death camp Treblinka.

Let's start this off by answering the fundamental question. Yes, the Red Army liberated many concentration camps on the eastern front, including the most notorious of all, Auschwitz: http://news.bbc.co.uk/onthisday/hi/dates/stories/january/27/newsid_3520000/3520986.stm

This is fairly logical, since Germany positioned most concentration camps in eastern Europe.

Information was far more restricted in the Soviet Union than in the west, so there fewer eyewitness accounts of the attrocities which were witnessed are readily available. I'm not close to the literature for this part of history, but the media covers some of the stories, here's an example: http://www.cnn.com/2010/WORLD/europe/01/26/auschwitz.liberator/