This is the 6-Megavolt complex called 'Tesla Tower' (but in fact is a Marx generator) belonging The High Voltage Research Center at the Russian Electrotechnical Institute, located in the city of Istra, Moscow Region. The massive device was built in 1970s and considered one of the most powerful in the world. It had been used for testing the resistance of aircraft to lightning but got abandoned after the collapse of the Soviet Union. Although, they say it's sometimes still being used for some researching.
RussianAmbience.com has picked up some great pictures of the Tesla Tower and suggest to have a look at this really spectacular and mysterious construction.