Paranoia, Paranoia (Russia's Issues, and how they formed)
Honestly, Bloody Sunday was only the tipping point for Russia's grip on sanity. Basically, the issues present in Russia existed before Bloody Sunday, but Bloody Sunday narrowed to focus, and made his already shaky grip on reality shift permanently. For me, almost all of Russia's issues stem from the Mongol Yoke, which isn't mentioned in Hetalia, but I think it's shaped everything about Russia from the moment it happens. It's why he does the things he does, and why Bloody Sunday happened the way it did.
Historically speaking, The Mongol Yoke was a roughly one hundred year period wherein the proto-countries of Russia, Belarus, and Ukraine were invaded and conquered by the titular Mongols. Not a very pleasant time, if you know anything about the Mongols. Kiev was utterly destroyed, and roughly half of proto-Russia's population was killed. While they were repressed, in truth, the Mongols weren't necessarily cruel, oppressive task masters. But it doesn't make as good a story that way. Still, the key portion is that this is the first and only time anything resembling Russia is successfully invaded and conquered. Eventually, Moscow rises after Kiev falls, and Russia begins to align itself with the rising duchy of Moscow. However, the importance of the Mongol's conquering of Russia, while not a horrific nightmare world, does have serious ramifications for Russia. It's why most of Eastern Europe was very, very backward compared to the rising wealth of Western Europe. It's why these nations missed the Renascence, and remained relatively technologically backward until modern times. Simply speaking, this invasion provided a rallying point for Moscow, which causes it to rise up higher than before, but at the cost of missing out on some very, very crucial events.
So, what does this mean for Russia, the character? Long story short: everything. The Mongol Invasion happened when he was very, very young, before he really knew anybody else in the entire world. Therefore, he grows up with this image of the world being a dangerous, scary place, where everyone is out to get him, and will crush him into dust at the first chance. Not true at all, but he was very, very small at the time, so he goes on thinking it. For the rest of his existence, he's trying to prevent this invasion from ever, ever, ever, ever happening again. Ever. It's why he makes his pact with General Winter, practically speaking, and it's why he's developed such a protective/possessive streak concerning other nations. He learns very early that the world is a dangerous place, and he seeks to protect everyone from it. And the only way that can happen is if they become one with Russia. Relatedly, it's also why he's so completely vindictive whenever someone invades him, like France or Germany. Armies aren't defeated. They're thoroughly routed, and then he rains merry hell on them for years to come.
He doesn't understand that this is a bad thing. He doesn't really understand that what he does to the Baltics is wrong, wrong, wrong. He just wants them to stay with him, where they will be safe. And he's become convinced, due to his sisters being separated from him by the Mongols, that everything and everyone he loves will be taken away from him. Throw in some other treaties and fallen alliances and, well. Other nations have learned not to take this personally, but Russia's much too childish to understand the complexities of the world. So, he's become somewhat convinced that absolutely everything he knows and loves will reject, leave, or otherwise abandon him, because it happened once before. He's so absolutely desperate for the Baltics to stay that he breaks them so they can't. This fuels their desire to leave, which fuels his paranoia that they're all going to leave him, which leads to further cruelty.
He really wants very simple things: His people to be safe and happy. Always. But everything he tries isn't working. Wasn't working, under the Tsars. He tried so very hard for them. All of them. But it never worked. Reforms were met with assassinations. Progress was met with setbacks. Any attempts he made to move forward, to help them, always ended up working in the short time. It's why he doesn't get along with America. Because America is lucky. Because America gets everything he dreams of, whereas Russia has to work very hard to get anything, even a little. America's revolutions and changes lead to glory and heroics and sunshine. Russia's always lead to repression and destruction and winter. He dreams of living in a warm place, surrounded by sunflowers, and he can't even have that. So he dreams impossible things, like of the world belonging to him, and everyone being forever equal, and idealistic things turned on their head. Because it's so much better to fail at something you never had a prayer of being able to accomplish, than at the simple things he wants.
And so one day he had enough of it. He tried. He tried so hard for all of them. To keep the safe, to make them happy, to be the best he could. And it's not enough, and his people hated him for it. So you have this nation who acts like a child, and he doesn't understand how to fix it. And his people hate him, for everything he does. So, he breaks. He breaks permanently. Because if they were really Russians, they would love him. And the people rioting don't love him. So they aren't Russians. And we don't want children that can't behave nicely, right? So he fired on them, and nothing was ever the same for him.
But nothing was ever different for him, either.
Historically speaking, The Mongol Yoke was a roughly one hundred year period wherein the proto-countries of Russia, Belarus, and Ukraine were invaded and conquered by the titular Mongols. Not a very pleasant time, if you know anything about the Mongols. Kiev was utterly destroyed, and roughly half of proto-Russia's population was killed. While they were repressed, in truth, the Mongols weren't necessarily cruel, oppressive task masters. But it doesn't make as good a story that way. Still, the key portion is that this is the first and only time anything resembling Russia is successfully invaded and conquered. Eventually, Moscow rises after Kiev falls, and Russia begins to align itself with the rising duchy of Moscow. However, the importance of the Mongol's conquering of Russia, while not a horrific nightmare world, does have serious ramifications for Russia. It's why most of Eastern Europe was very, very backward compared to the rising wealth of Western Europe. It's why these nations missed the Renascence, and remained relatively technologically backward until modern times. Simply speaking, this invasion provided a rallying point for Moscow, which causes it to rise up higher than before, but at the cost of missing out on some very, very crucial events.
So, what does this mean for Russia, the character? Long story short: everything. The Mongol Invasion happened when he was very, very young, before he really knew anybody else in the entire world. Therefore, he grows up with this image of the world being a dangerous, scary place, where everyone is out to get him, and will crush him into dust at the first chance. Not true at all, but he was very, very small at the time, so he goes on thinking it. For the rest of his existence, he's trying to prevent this invasion from ever, ever, ever, ever happening again. Ever. It's why he makes his pact with General Winter, practically speaking, and it's why he's developed such a protective/possessive streak concerning other nations. He learns very early that the world is a dangerous place, and he seeks to protect everyone from it. And the only way that can happen is if they become one with Russia. Relatedly, it's also why he's so completely vindictive whenever someone invades him, like France or Germany. Armies aren't defeated. They're thoroughly routed, and then he rains merry hell on them for years to come.
He doesn't understand that this is a bad thing. He doesn't really understand that what he does to the Baltics is wrong, wrong, wrong. He just wants them to stay with him, where they will be safe. And he's become convinced, due to his sisters being separated from him by the Mongols, that everything and everyone he loves will be taken away from him. Throw in some other treaties and fallen alliances and, well. Other nations have learned not to take this personally, but Russia's much too childish to understand the complexities of the world. So, he's become somewhat convinced that absolutely everything he knows and loves will reject, leave, or otherwise abandon him, because it happened once before. He's so absolutely desperate for the Baltics to stay that he breaks them so they can't. This fuels their desire to leave, which fuels his paranoia that they're all going to leave him, which leads to further cruelty.
He really wants very simple things: His people to be safe and happy. Always. But everything he tries isn't working. Wasn't working, under the Tsars. He tried so very hard for them. All of them. But it never worked. Reforms were met with assassinations. Progress was met with setbacks. Any attempts he made to move forward, to help them, always ended up working in the short time. It's why he doesn't get along with America. Because America is lucky. Because America gets everything he dreams of, whereas Russia has to work very hard to get anything, even a little. America's revolutions and changes lead to glory and heroics and sunshine. Russia's always lead to repression and destruction and winter. He dreams of living in a warm place, surrounded by sunflowers, and he can't even have that. So he dreams impossible things, like of the world belonging to him, and everyone being forever equal, and idealistic things turned on their head. Because it's so much better to fail at something you never had a prayer of being able to accomplish, than at the simple things he wants.
And so one day he had enough of it. He tried. He tried so hard for all of them. To keep the safe, to make them happy, to be the best he could. And it's not enough, and his people hated him for it. So you have this nation who acts like a child, and he doesn't understand how to fix it. And his people hate him, for everything he does. So, he breaks. He breaks permanently. Because if they were really Russians, they would love him. And the people rioting don't love him. So they aren't Russians. And we don't want children that can't behave nicely, right? So he fired on them, and nothing was ever the same for him.
But nothing was ever different for him, either.