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Disclaimer: I'm a space lawyer not a space historian although I did do my BA in History
Fully declassified is a problem to answer as you can't prove a negative, however it's fair to say that thanks to the opening of the Soviet archives in the early 1990s the Soviet space programme is more 'declassified' than the US space programme (especially if we include spy satellites and the like which are still classified in the US).
I can’t answer whether Stalin was personally interested in space; however, my personal opinion is that he wasn’t except as a vehicle for enhancing Soviet prestige. That said, he was certainly interested in the military applications of rockets and space, as was the Soviet leadership (not so much in the surveillance capabilities that interested the US but the nuclear delivery capabilities, although the Soviets were interested in spy satellites from an early stage.) The Soviet space effort was dominated by the military from the get go and for the duration. The Soviet military space budget was 2-3 times larger than the ‘civilian’ space budget (in the US this wasn’t really true until at least the Nixon administration.) Khrushchev became interested in the space programme; although again my view is that this was more as a vehicle for enhancing Soviet prestige. It’s interesting to note that the Soviets didn’t make a big deal about Sputnik initially; indeed the article in Pravda was small and unobtrusive. Khrushchev had no appreciation of the impact it’d have (to be fair Eisenhower didn’t really get it either) until the day after when he saw the global headlines, then the Soviet propaganda machine milked it for all it was worth.
We do indeed have a very good understand of Soviet space missions now, and the capabilities of the Soviet space programme. Soviet and Russian Lunar Exploration by Brian Harvey explores the programme of Soviet lunar exploration, for example. And discusses the Soviet tendency to claim that a lunar probe that 'missed' the moon was never actually intended to go to the moon... or that probe that crashed into the moon instead of soft landing was always intended to be an impactor... Plus we can say that the Soviet's were very much involved in the Moon race with the US although they were late to joining not making the decision until 1964, three years after the Americans (also the Soviet programme had about 1/3 of the budget). They even built a lunar lander (which was recently on display at the Science Museum in London, http://imgur.com/a/LR97v) and Alexei Leonov was going to be the first Cosmonaut on the Moon, he even trained for the misson. We also know that the 'Lost Cosmonaut' story is just that, a story. The Soviets only lost four Cosmonauts in flight during the Cold War (Soyuz 1 and 11) and lost three others in non-space accidents.
Sources and additional reading:
Academician Boris Chertok (senior Soviet rocket designer) published an excellent four volume memoir called Rockets and People and NASA have PDF copies of it in English on their website http://www.nasa.gov/connect/ebooks/rockets_people_vol1_detail.html
Also Asif Siddiqi who's probably the top English language historian of the Soviet Space Programme has published two books well worth a look at:
The Soviet Space Race with Apollo
Sputnik and the Soviet Space Challenge
Then there's some others:
Reconsidering Sputnik: Forty Years Since the Soviet Satellite Edited by Roger Lanius, John Logsdon, Robert Smith
Soviet and Russian Lunar Exploration by Brian Harvey
Korolev: How One Man Masterminded the Soviet Drive to Beat America to the Moon by James Harford
The Politics of Space Security: Strategic Restraint and the Pursuit of National Interests by James Clay Moltz
The Heavens and the Earth: A Political History of the Space Age by Walter A. McDougall (often considered to be the gold standard of space history)