Yes. Kuybyshev (Samara) on the Volga was selected as an alternate capital should Moscow fall. And the government did a partial move there in the fall/winter of 1941. Included in the move were the Communist Party headquarters, the embassies and other foreign diplomatic missions, and the staffs of a lot of departments. A lot of the cultural artifacts including Lenin's body was also evacuated there. But Stalin himself never moved from Moscow, so the move was never completed.

Over the summer of 1943, Moscow was deemed safe again and most everything and everybody was brought back.