Newly re-built (completed in 1997) after Stalin blew up the original in the thirties to make way for an open-air swimming pool. It's been faithfully re-constructed inside and out, and is a fantastic place to witness an Orthodox service taking place - the accoustics and the decor are fantastic. There's airport style security at the entrance and you're not allowed to photograph. By way of compensation, though, you can ascend to an observation platform for great views of the city.
Ulitsa Volkhonka. Nearest Metro: Kropotkinskaya