The Bachmann-Spectrum "Russian Decapod" would be usefull, it's based on engines that were built in the US to a Russian design during WW1, for Russia to use in the war. When the Czar was overthrown and the Bolsheviks took over and pulled out of the war, Pres. Wilson embargoed the engines still in America and they were re-worked by the builder and sold to US railroads. The design the 2-10-0's followed were a very common Russian design, and they had hundreds if not thousands of virtually identical engines from early in the 20th century until the 1950's or 1960's.
During WW2, the US sent Alco RS-1s to the USSR, and they copied the design and that became a common Soviet diesel in the postwar years...but a little late for your c.1939 era.
Like much of Europe, Russia was pretty fast to electrify it's mainlines, so you might want to look at electric engines too.
Keep in mind that Russia uses 5' gauge track, not 4'-8-1/2" "standard gauge", so you'll have to decide if you want to re-gauge everything unless you go into 1:48 scale O gauge, which already works out to 5' gauge.
Seems to me someone in Model Railroader (and perhaps Model Railroad Planning?) wrote about a guy modelling the Soviet railways in the 1950's, but not sure exactly when that was published...at least several years back I'd guess??
