If Henry James was the grand master of the Americans Abroad novel, Turgenev probably deserves the first prize in the pre-1917 Russians Abroad nomination. Other Russian majors used that setting, Gogol in Nights on the Villa, Dostoevsky in The Gambler, Leskov in A Passionate Patriot. But there are at least three major works by Turgenev which focus on Russians living or traveling in Central Europe.
First, Asya, a novella published in 1857. Second, Smoke, the 1867 novel I read last year thanks to Erik McDonald. Unfortunately, it got overshadowed by other Russian masterpieces of the 1860s. Third, The Torrents of Spring (1872). Turgenev called it a povest’, that is, a tale or novella, but it is commonly referred to as a novel in English translations. It’s a love story of sorts, narrated by an aging man who had, thirty years earlier, fled the girl he loved for a more mature woman and the more down-to-earth pleasures of her companionship. A sad tale of betrayal and self-betrayal; thankfully, Turgenev was averse to moralizing.
Post-1917, Russians Abroad became a common literary theme for obvious reasons. Take Nabokov’s pre-WWII Russian prose for example.