For a brisk, informative introduction to the history of the Russian Empire, check out the Vanderbilt University short course Russia: Empire to Revolution (website, iTunes, Youtube) taught by historian Frank Wcislo.
This series of five lectures is from a continuing education course sponsored by the Osher Lifelong Learning Institute at Vanderbilt. It hits the highlights of Russian history from the rise of Muscovy in the 16th century to the Russian Revolution in 1917.
Wcislo, an energetic and entertaining lecturer, relates the events of Russian history to the wider context of European history, explaining for example, how Russian rulers reacted to the Enlightenment, and how the rise and fall of Napoleon influenced internal Russian policies.
The first lecture is here: