Lake sediments are a reliable source of information about the past, including data of the origin of water bodies and their changes. Russia has more than 2 million lakes, so paleolimnological studies are relevant here. This review deals with the most significant studies of sequential accumulation of pollutants, including heavy metals in recent lake sediments in Russia. The key areas are northwestern regions of Russia (Murmansk Region, the Republic of Karelia, Arkhangelsk Region), the Urals (Chelyabinsk Region, the Republic of Bashkortostan), and Siberia. The review presents the data of pollutants accumulation, the sedimentation rate in lakes in the anthropogenic period, and the key sources of pollution of the environment in each of the mentioned regions. The article is divided into three parts (sections): industrial areas, urbanized areas, and background (pristine) areas so that readers might better understand the specifics of particular pollution and its impact on lake ecosystems. The impact of metallurgical plants, mining companies, boiler rooms, coal and mazut thermal power plants, transport, and other anthropogenic sources influencing geochemical characteristics of lakes located nearby or at a distance to these sources of pollution are considered. For instance, the direct influence of factories and transport was noted in the study of lake sediments in industrial regions and cities. In the background territories, the influence of long-range transport of pollutants was mainly noted. It was found that sedimentation rates are significantly lower in pristine areas, especially in the Frigid zone, compared to urbanized areas and industrial territories. In addition, the excess concentrations of heavy metals over the background are higher in the sediments of lakes that are directly affected by the source of pollution. At the end of the article, further prospects of the development of paleolimnological studies in Russia are discussed in the context of the continuing anthropogenic impact on the environment.