Back when we were in Bosnia and having bad relations with Russia, there were some anti-US demonstrations at our Moscow embassy. There were stories circulated of a man seen with a rocket launcher pointed at the embassy. My friend's Russian wife was absolutely certain that:
- the man with the rocket was not a citizen with a grudge against America
- was from the government
- intended no threat to the embassy he was pointing his rocket at
- was a deliberate warning to the protestors that something "heavy" would happen if they continued to protest.

Her correspondents from back home affirmed that this was true and that further, the protestors got the message and ceased to protest.

I don't know if that kind of paranoid whackiness comes from being Russian, or living under a totalitarian regime, or - heck! - maybe it's all true.