The main characters of the show are taught to speak fluent English, blend in, self defence and marksmanship before being sent to the states, where they remain operational for decades. Is there evidence of such cases taking place?
As mainstream spy fiction goes, The Americans is pretty good in terms of verisimilitude — no doubt helped by the fact that the series' creator, Joe Weisberg, was briefly a CIA officer.
There are broadly two types of intelligence officer: the first are those who operate under 'legal' cover, commonly as diplomats or embassy employees. These officers conceal their espionage work behind the facade of other, more mundane government work. The second are those who work under 'illegal' cover (the US intelligence community uses the term 'non-official cover'); they are outwardly not government employees, and thus do not have diplomatic protection — but they're also less likely to attract the attention of foreign counterintelligence services.
In the KGB, foreign operations were the purview of the First Chief Directorate, a vast service-within-a-service with myriad sub-departments — some responsible for specific geographical areas (eg. First Department, responsible for North America), others for specific types of intelligence (eg. Directorate T, responsible for scientific and technological intelligence.)
In The Americans, Philip and Elizabeth Jennings are portrayed as working for Directorate S — which did indeed exist, and was responsible for managing the KGB's 'illegals'. Directorate S officers were unusual in that they typically posed as foreign nationals, using elaborately-constructed 'legends' to conceal their Soviet ties.
Directorate S was a particularly secretive department within a notoriously secret service, but we do now have significant information about its organisation and operations. In 1992, a KGB officer named Vasili Mitrokhin, who had spent more than a decade supervising the KGB's archives, defected to the UK — bringing with him thousands of pages of copies and notes he had made on the archives, particularly those of Directorate S.
Mitrokhin has subsequently worked with Christopher Andrew, one of the world's pre-eminent intelligence historians, on two superb histories of the KGB's foreign operations — The Sword and the Shield: The Mitrokhin Archive and the Secret History of the KGB and The World Was Going Our Way: The KGB and the Battle for the the Third World. According to Andrew & Mitrokhin:
The illegals retained a curious mystique within the KGB. Before being posted abroad, every illegal officer was required to swear a solemn, if somewhat melodramatic, oath:
"Deeply valuing the trust placed upon me by the Party and the fatherland, and imbued with a sense of intense gratitude for the decision to send me to the sharp edge of the struggle for the interest of my people... as a worthy son of the homeland, I would rather perish than betray the secrets entrusted to me or put into the hand of the adversary materials which could cause political harm to the interests of the State. With every heartbeat, with every day that passes, I swear to serve the Party, the homeland, and the Soviet people."
(If that oath sounds faintly familiar to fans of The Americans, it's because it's recited verbatim in S01E12!)
Early KGB 'illegals' were commonly European communists, and were responsible for some of Soviet intelligence's most outstanding successes; Arnold Deutsch, an Austrian working in the UK under academic cover in the 1930s, recruited and handled the Cambridge Five, arguably the best-placed agents the Soviets ever recruited in the west. Deutsch's successor as the Cambridge ring's controller, Theodore Maly, was a former priest originally from Romania.
Soviet intelligence would spend decades attempting to replicate the success of the 'Great Illegals' of the 1930s and 1940s, investing significant energy in recruiting and training these officers. Quoting from Jonathan Haslam's Near and Distant Neighbours:
It took at least seven years to train an illegal from scratch so that he or she would pass unnoticed. Moreover, life under deep cover was very demanding. The illegal had “to act no differently from the inhabitants of the country where he lives,” Yuri Drozdov, former head of illegals, reminds us. “In illegal intelligence there is no privacy, almost everything will be painful and uncomfortable if one does not submit oneself to the demands of the service. Above all one must be completely open and account for everything one does, including one’s personal life.”
The best-known of the KGB's 'illegals' was Rudolf Abel — real name William Fisher, born in Britain to Russian parents. In the late 1940s he was recruited to become an illegal in the MGB (predecessor to the KGB), and dispatched to the United States. Christopher Andrew's account of Fisher's infiltration illustrates the painstaking effort taken to conceal his true identity:
His legend was unusually complicated. Fisher assumed one identity during his journey to the United States in 1948 and another shortly after his arrival. The first identity was that of Andrei Yurgesovich Kayotis, a Lithuanian born in 1895 who had emigrated to the United States and become an American citizen. In November 1947 Kayotis crossed the Atlantic to visit relatives in Europe. While he was in Denmark, the Soviet embassy issued a travel document enabling him to visit Russia and retained his passport for use by Fisher. In October 1948 Fisher traveled to Warsaw on a Soviet passport, then traveled on Kayotis’s passport via Czechoslovakia and Switzerland to Paris, where he purchased a transatlantic ticket on the SS Scythia. On November 6 he set sail from Le Havre to Quebec, traveled on to Montreal and—still using Kayotis’s passport—crossed into the United States on November 17.
The legacy of the 'illegals' has continued even after the end of the Cold War: Directorate S continues to exist as part of SVR, Russia's present-day foreign intelligence service, formed from the First Chief Directorate after the dissolution of the KGB. In 2010, in a case that was the primary inspiration for The Americans, the FBI arrested ten SVR illegals in the United States — eight of them married couples.