West tells Sazanov "You can't send them to Alaska. You sold that to us 5 years ago.", that means the episode takes place in 1872. Alaska was purchased from Russia by the US in 1867 for 7.2 million dollars. It was originally offered to the United States in 1859, but the purchase was delayed by the US Civil War.
This episode called in the US Night Of the Tartar was translated in France as Night of the Cossacks. And a later episode called in US The Night of the Cossacks (1969) was again translated in France Night Of the Cossacks.
Artemus Gordon (Ross Martin) and Kuprin (Malachi Throne) are actually speaking Russian when they converse with each other on Gordon's and Jim West's train. Martin was born in modern-day Ukraine and spoke Russian before he knew English. Likewise, one of Throne's parents was an immigrant from Russia.