In 1993, commercial airplanes landing in Moscow were jammed with church and business types eager to establish a hold in the rowdy, risky atmosphere of newly post-Soviet Russia. Among the influx of hopeful foreigners was an intrepid American television producer named Natasha Lance. As a teenager, Ms. Lance had been so enamored of Russian literature that she’d changed her name from Susan to the more romantic and Chekhovian alternative. Fluent in Russian, having studied in the Soviet Union, Ms. Lance arrived in Moscow with an agenda that fell somewhere between the commerce and religion of her fellow passengers. At the behest of the Children’s Television Workshop, she had been tasked with creating a Russian edition of “Sesame Street.”