A US-Russian alliance would be a nightmare on the world stage. So, of course it would be interesting to see. Two large countries by landmass, neither with conflicting territorial possessions or interests, and two spheres of influence which, before WW2 OTL, don't really overlap.
The best PoD probably would be sometime during the Civil War, where Russia sends a small but noticeable amount of material support for the US, with the US reciprocating it afterwards. Russia would have to liberalize some for the alliance to be acceptable. Smarter decisions could be made to stamp out the threat of communism, and the country might be able to transform into a constitutional monarchy a good ways into the 20th century.
Do be fair, though. A Russo-American alliance would put Britain on edge. Its two largest domains would be threatened by a large ally that it can't beat on land alone, much less at the same time. That will probably drive them closer to the Europeans on the continent and the Ottomans. I'm unsure of what France might do in this situation, as they could go either way. The stronger German power would ally with GB/Ottomans, and the weaker one, again, would go either way. Considering as the weaker is AH, though, I see them going with Germany. And that much alone would have Italy I am unsure of as well. Mind that this might also push forward the Anglo-Japanese Alliance, as Japan would feel threatened in the pacific by the two allied nations.
All conjecture, of course, but it is one possibility.
To be honest, this caught my eye as I've had a timeline I've been developing for a fiction on another site. ASB, as it is in the World of Darkness, but it has the US allying with Russia, Siam, alt-Yugoslavia and Austro-Bavaria. (PoD would be a different Meiji Reformation) The major changes don't come until alt-WW1, although eventually American Sicily and Canadian Guernsey and Jersey do come about as one of the odder parts. The timeline is incidental to the story, so I haven't worked too much on it. Most of the changes are in my head.