OS X comes with keyboards and fonts that let you type and read languages written in Cyrillic script, including Russian, Ukrainian, Bulgarian, Serbian, Macedonian, and Byelorussian, which should work in all apps.
Although outdated in various ways, the manual for the OS 9 Cyrillic Language Kit contains some useful information. It can be downloaded at:
http://docs.info.apple.com/article.html?artnum=50037
Additional experimental Cyrillic keyboards for Mongolian, Azeri, Uzbek, Kazakh, Kyrgyz, and Tatar can be found here:
http://idisk.mac.com/thgewecke-Public?view=web
Encoding Issues: Cyrillic text has been encoded in many different ways, including MacCyrillic, Windows-1251, KOI8-R, ISO-8859-5, and UTF-8. OS X normally uses the last of these, but certain apps (AppleWorks, OfficeX) do not. Web browsers and mail programs normally convert encodings automatically, but sometimes they can't and manual adjustment is needed via encoding menus. Fonts can also come with different encodings and care sometimes needs to be taken to avoid a mismatch.
Special Tips: In non-Unicode programs such as WordX or AppleWorks, you need to select a font with a CY after the name to type or read Cyrillic. Starting in 2007, some versions of OS X and Apple apps include Russian localization. To get Russian-localized versions of earlier versons, try
http://www.apple.ru
Look under individual software pages and also at
http://www.apple.ru/software/rusoft.html.
Sites of possible interest:
Deep Apple
TransCyrillic
Cyrillic WordProcessing Solutions
MacCampus Fonts