Russia seemed like such a backward power under the Tsars and was still so poor during WWII that the invading Russian conquerors looked enviously at the German houses and neighborhoods they entered.
Yet over the next few decades, they produced world-class submarines, missile cruisers, jet fighters, and rockets; and to this day have a very highly regarded armaments industry. They are competitive with the United States, the incumbent power over two world wars with a world-spanning economic and financial empire. How is this possible?
During the Second World War the average farmboy from Kansas, Iowa, or Nebraska would be envious of the quality of life of the average German city dweller, too.
In terms of military technology, at the outbreak of the First World War Russia had one of the largest and most modern military forces in the world. The Russian defeat at the hands of Japan in 1905 had resulted in a crash modernization program, and by 1914 the fear in Germany was that if Germany didn't mobilize before the Russians did they would be crushed by a combination of superior numbers and equivalent technology.
Speaking specifically to air forces: the Imperial Russian Air Service was the second largest air force in the world in 1914, and the Sikorsky Ilya Muromets was the world's first strategic bomber.
One of the greatest contributions to the field of rocket science was made by Konstantin Tsiolkovsky, whose famous equation specifies exactly the relationship between rocket mass, fuel fraction, efficiency, and Delta-V. With this equation in hand he then went on to propose the idea of staged rockets, which increase significantly the amount of payload that can be delivered efficiently into space. He did this in a period when the turbocharger had not yet made high altitude flight possible.
Russia was "backward" because its political systems had failed to advance much out of the 18th century. There was nothing terribly wrong with it's science.