This is a pretty nice little book that features the Russian alphabet as well as beautiful illustrations taken from masterpieces from the Hermitage in Saint Petersburg. It's out-of-print, but I got my copy used on amazon and when I just checked there were 8 copies...although I wouldn't spend more than $15 on it. It's the kind of book an adult would think was cool, and one which you might want to buy if you collect books for your kids about Russian culture, but it's not an especially kid-friendly book since the illustrations are all fine art and the text is factual.

It is, however, a nice little introduction to the Russian alphabet as well as fine art.

This is an example of the way the author uses the Russian alphabet and art.
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A more kid-friendly Russian ABCs is
Russia ABCs: A Book about the People and Places of Russia, by Ann Berge. I've written about this book before (a while ago) so I won't get too detailed, but suffice it to say that it's child-friendly in both illustration and writing, and for the smaller children it's easy to skip the longer definitions and talk about the pictures instead. You can get this book through Kids Culture Center.