As Russian Blue films are often categorized as soft-core or art-house content, they may not be widely available on mainstream platforms. However, you can try:

While not exclusively about the Russian Blue, comprehensive historical documentaries about the domestication of cats often feature this breed prominently when discussing the Victorian era.

0;47c;0;80c; is a short film centered on a Russian Blue cat and her interaction with a supercomputer. 0;2a;

In cinema, "blue" often appears in titles of acclaimed dramas involving Russian culture or characters: The Russian Blue Cat - Pet Health Network