Our seafood shop sends a guy down to Brighton Beach before each Christmas and New Year's Day to pick up 250 gm. tins of fresh Russian caviar from the Russian shops. (Brooklyn's Brighton Beach is heavily Russian immigrants.) You just have to phone in and pre-order yours from our guy. It's the farmed variety nowadays, which is a good thing.
We can have those large tins of fresh malossol (fresh, unsalted Sturgeon caviar) for $150 each. Mind you, that could be $800-$1000 at Petrossian. If you go to Brighton Beach yourself, you can buy a tin of Russian for as little as $80. Yes, it is the real deal. Amazing. I have never been to Brighton Beach but I hear that if you like Russian food, it's better there than in Moscow.