Russia currently controls the track of land next to Lithuania. What is the reason why this exists?
If you're talking about Kaliningrad, have a look at this older thread and in particular the contribution of /u/kieslowskifan. There is, of course, always more to say about the machinations involved in claiming, holding, and then (with the breakup of the USSR) keeping it, but this may offer a start. On that last point, have a look at this post with input from the same person, /u/jschooltiger, and /u/Prufrock451 on the retention of the territory as a starter.
(edit: had to add in jschooltiger, sorry dude)