Read "The Forsaken" by Tim Tzouliadis. It's about a group of American workers who moved to Stalin's USSR during the depression with the hope of finding a workers' paradise. Incredibly sad and tragic what happened to them.
Also, Kim Philby was one of the most famous defectors - he was British not American, but it's a great story. Head of Soviet counterintelligence for MI6 for many years at the height of the Cold War. Read "A Spy Among Friends."
Hi! Not to discourage other answers, but here is another thread on the topic.
In one instance, a high-ranking official for the CIA who was very much in the loop with all of the United States' actions within the Soviet Union, Aldrich Ames, sold top secret documents in exchange for millions of dollars for almost ten years. Ames' treasonous selling of documents to the USSR led to many spies being compromised and subsequently executed, among them was Major General Dmitri Polyakov, the highest ranking informant for the USA within the Soviet Union.
hi! check out this post, which has links to a few more
The movie Reds covered some of this in the very early years of the revolution by covering several well known people like John Reed and Emma Goldman. The movie is well worth watching alone just for the interviews of real people who experienced it interspersed throughout the film.
NPR also covered these defections to a small extent in this article. Most notably (beyond Oswald) were the NSA's Martin and Mitchell's defection in 1960.
"Their years at the NSA were uneventful. Martin gained enough recognition that he was twice awarded scholarships for study towards a master's degree.[6] Mitchell and Martin became disturbed by what they learned of American incursions into foreign airspace and realized that Congress was unaware of those NSA-sponsored flights. In February 1959, in violation of NSA rules, they tried to report what they knew to a Congressman who had expressed frustration with the information he was receiving from the NSA, Ohio Democrat Wayne Hays.[7][8][9][a] In December 1959, the pair visited Cuba without notifying their superiors as required by NSA procedures.[10]"
http://en.wikipedia.org/wiki/Martin_and_Mitchell_defection
They were quickly labelled as homosexuals as a way to completely undermine their real reasons for defecting and outing the NSA's actions, and are little remembered beyond a few brief mentions here and there.
I can't say whether she defected, but the wife of Alexander Afingenov was American. The focus of Jochen Hellbeck's Revolution On My mind was after all not about defectors, but about diarists in the Soviet Union, and even then Afinogenov scarcely mentioned his wife in his diaries. It is unclear whether she officially defected and what her life was like, but she lived with Alexander for some years, even during the time he was under intense scrutiny by the writers association for official plays and literature (the specific name escapes me). More intriguing, Alexander was close to Stalin himself, and often received advice and critique on his newest plays and writings. Perhaps, that Alexander more or less comfortably corresponded with Stalin, can say something about how trusted his wife was by the NKVD and other accusatory groups.
Source: Revolution On My Mind, Jochen Hellbeck