If you mean the "duck and cover" sorts of films — the Soviet Union did have a very vigorous civil defense program, like the United States. I am not sure if they produced many civil defense films though. (I have seen one, on YouTube, that is from Latvia.) They did produce many pamphlets and fliers. I suspect they did also produce films, but I don't know of any exact Soviet duck-and-cover equivalents. Edward Geist has a very nice thesis online talking about Soviet vs. US civil defense programs, if you want to get into the details.