Alaska and Russia are incredibly close to each other, did the Russians just never look east?
Russia, as a state, hadn't existed that long prior to Columbus' voyage, and didn't expand to reach the Bering Strait until afterwards. Russia didn't expand east of the Urals until the mid-16th century, after breaking free of the Mongols and consolidating some of the European part of what is now Russia. So by the time Columbus spread the word there was a continent between Asia and Europe, the Russians were still a few thousand miles short of contact with Alaska. Although they started claiming all of Siberia to the Pacific, Russia really didn't have a good idea of their eastern boundary until the early 1700s, when expeditions sailed through the Bering Strait.