These all mean something:
Siempre está al lado de los rusos. = "He's always next to the Russians."
(He can always be found physically standing next to the Russians, whoever these Russians are that we're talking about. This usage can be taken figuratively to mean he prefers the Russians or is tied to them somehow.)
Siempre está del lado de los rusos. = "He's always on the side of the Russians."
(He always sides with the Russians; he invariably favors the Russians. This is the meaning you wanted. It can be interpreted as physically being on the Russian's side, if there are sides to be chosen, as in a sports court, but mostly it's the figurative meaning that you'll get.)
Siempre está en el lado de los rusos.
(He's always on the Russians' side. This sounds like a physical location too, as if instead of lado you used barrio or vecindario "neighborhood".)
For estar del lado de you have a synonym that expresses an action rather than a state: ponerse de parte de.
Siempre se pone de parte de los rusos. = "He always takes the Russians' side."
(Note that de parte de also means "on behalf of".)