Soviet cosmonauts usually returned to Earth by landing on the ground, often in vast stretches of wilderness. They had to be prepared to survive until pickup, and even went armed to ensure their safety.
Current Russian cosmonauts return the same way. To prepare themselves for the rigors of landfall during winter, they train at a facility in Kazakhstan. Their training includes starting fires and building shelters during brutal weather. View several more pictures at the link.
Link | Photo: Yuri Garagain Cosmonaut Training Center