Kaliningrad?

It's always been a strategically important territory dating back centuries, and it was ceded to Russia in the post-WW2 settlement, in part due to the other Allies' wish to break up the Prussian power that drove much of Germany's military and economic might.

Russia had control over the Baltic states, which are adjacent to Kaliningrad, so after WW2 it was attached to what was then the Soviet Union. The break-up of the Soviet Union and the independence of Lithuania, Latvia and Estonia have left it as a sort of island.

It was resettled with ethnic Russians to a much greater extent than the surrounding areas, so when the Union broke up and the aforementioned countries became independent, there was no similar push in Kaliningrad, which didn't have any separate identity.