Alright....Fort Ross, in California was a Russian Settlement. In this timeline it become significantly larger, as a result of.... some Russian nobleman deciding to settle there and finance a larger settlement. They get along well with the Mexicans in the area, and don't try and assert independence, but they talk about purchasing the area from time-to-time.
When the Mexican-American War roles around Russia offers to buy the territory for some fair sum with money they have b/c of alternate events occurring in Russia making them wealthier at this time. Anyway, Russia purchases California n. of the 37th Parallel to the northern California border, sometime before the Mex-Amer War ends, or possibly even before it begins. Either way Mexico still losses.
America is less than impressed that they now have a Russia pimple on their new shiny western coast. They can't do much about it at first. Civil War roles around- Russia probably throws support behind the Confederacy. They maybe also support some-kind of independent Deseret.
In this timeline Russia probably did alot better in the Crimea War, so they're less concerned about a counterbalance for Britain. Anyway, the Union still wins (maybe the war is messier). After the Civil War, maybe under President Grant, the US finds a casus belli for war with Russia, and the US wins, showcasing the weakness of Far East Russia.
As a result Russia might reform their far-east, and win the Russo-Japanese war, which might in turn result in the tsar not abdicating in 1917. It get hard to speculate past this point, but any-kind of WWII would be very different, as would any-kind of Cold War.