One thing which is must-do for people with such kinky inclinations, of course, is Borodino. It's the place where Napoleon got his first slap in the face trying to conquer Russia. The slap did not stop him, but made him think a bit.
Then, this was also a battle zone during WWII.
Basically, it is a large area with loads of monuments commemorating the elimination of batallions etc. It has a nice museum and is generally a nice place to visit. It is abt 80 kms to the West of Moscow.
Inside Moscow there is Park Pobedi. Military museum, tanks, guns etc.
In Kiev there is a monument commemorating victims of WWII annex military museum. Lots of tanks, helicopters, planes, rocket carrying trucks, armoured trains etc.