Commercially made sweets in Russia are indeed exceptional. The one you are talking about may be called "slivochnaya pomadka". Unfortunately it is best when eaten fresh (within the first 2 weeks), so they don't export it.
Or it may be one of hundreds of other delicacies.
Another favourite of mine are "almond pastries". These are fluffy cookies made out of almond paste and sugar. They taste a bit like the Italian amaretti, but amaretti are hard and crunchy, while the Russian almond cookies are soft and melt in your mouth. I know a store in San Francisco that sells them, made by local Russian immigrants.
Once my mother made me a batch, and I took them to work to share with colleagues. Soon there was a line for seconds and thirds, and people were upset that I ran out of them quickly.
In general, all this talk about commercially made American-style cupcakes, cookies, cakes etc make me laugh: compared to Russian pastries, these are so primitive and disgusting-tasting. Especially birthday cakes: simplistic layers of disgusting and often salty cream and dough, all the same. Russian cakes (called ‘tortes”) are extremely elaborate, and involve numerous different textures.
Of course, artisan-made pastries in USA can be excellent.
Tortes (cakes) made by good Russian commercial bakeries are absolutely spectacular. I tried to google image search, but could not find sites of best bakeries, however here is a typical catalogue of mass-produced tortes:
http://babayskiy.ru/catalog/
http://www.tort-m.ru/?id=14
And here is a good place for recipes for home-made Russian tortes and baked sweets:
http://mirtortov.com/cook9.html
Make them yourselves.
Here are a few images of typical home-made Russian/Ukrainian/Belorusan tortes:
http://dobrininsky-tort.wwwsite.ru/6desertn.jpg
http://img0.liveinternet.ru/images/attach/b/3/26/464/26464213_IMG_2603p.jpg
http://img12.nnm.ru/imagez/gallery/9/6/7/f/0/967f0a5873e1f4f813158714d1843cc3_full.jpg
http://www.flowermarket.com.ua/pictures/63580.jpg
http://romantic-online.com/blog/9/292.html
http://prigotovim.org/uploads/posts/2008-11/thumbs/1226940716_trot-korolevskijj.jpeg
http://dobrininsky-tort.wwwsite.ru/jubilej1.htm
http://www.good-cook.ru/foto/tort/222-1.jpg
http://s59.radikal.ru/i163/0810/6f/e734658e8213.jpg
http://romantic-online.com/uploads/users_images/1/425/thumbs_49691a4a5d087.jpg
http://romantic-online.com/blog/9/558.html
http://romantic-online.com/uploads/users_images/1/320/491b33b8187f1.jpg
http://www.more-podarkov.ru/wp-content/uploads/2008/12/medoviy_tort.jpg
http://www.good-cook.ru/i/big/3/2/326f7d4bb65a0cf22ddf4969bbeed258.jpg
http://i.i.ua/photo/images/pic/3/5/1956253_1e06409a.jpg
