The Bolshoi Ballet used to come through this country like a bulldozer pushing huge passions and vast landscapes into mountainous, murderous panoramas the dancers had to negotiate onstage. “Bolshoi” means “big” the previews always said. Bolshoi is Moscow, and the Mariinsky Ballet (called the Kirov from 1935 until the 1990s) is St. Petersburg. Bolshoi is salmon caviar to the Mariinsky’s Beluga. Bolshoi is Soviet, and the Mariinsky, candy box of the Czar, Imperial. Which is not to say that Mariinsky dancers haven’t ended up at the Bolshoi (it really doesn’t go the other way). In 1944, the legendary ballerina Galina Ulanova was transferred from the Kirov to the Bolshoi, a powdery white moth into the hot red flame where she fluttered whiter still, unsinged. But there’s a Bolshoi style, and it has something to do with all that’s unwieldy and unimaginable about Russia: the size, the scale, the killing power from...