Try to build some Family Tree on ancestor.com - they have a lot of passanger lists etc that kind of material.
It might be very difficult to find anything about the roots in Russia. The life in St. Petersburg was a mess in those days before the Revolution. Then there was all kind of people coming into St.Petersburg - farmes, farm workers, former landslaves (free two years before the slaves in USA), noble people that had become poor. However, your grandmother looks very well off. I assume that she was a member and baptized by the Eastern Orthodox Church (that had the monasteries, too). So if such church archives have not been distroyed and will be open for public one day then that might be some possibility.
There is also the problem that many well of or noble or famous people were on some kind of killing lists and they feared for their lives. Then they changed their names and identities e.g. with their servants and might have given wrong information about their identities (e.g. birth dates and places, parents etc). Some people wanted to start a new life in foreign countries and they on the other hand took names and started to use names of some famous people they knew and that might have even already died in those days in St. Petersburg. (I am investigating a case as I have found a copy in America of my ancestors family that died 1918 in Russia. I know that they have really died, but there is some information that there might be a similar family in America...some death register gives this, but I am not quite sure yet...)
I would like to be in touch with you, but how could it be possible... How could we change e-mail adresses?