I believe that under the Rurikids foreign marriages were more common than under the early Romanovs...perhaps because the Romanovs preferred marrying inside Russia in order to strengthen alliances with the boyar class? I can recall Ivan the Terrible wanting to marry Elizabeth Tudor and then Lady Mary Hastings, and I faintly recall mentions of Russian marriages into Scandinavian, Lithuanian, Polish and Hungarian royalty from time to time. Ivan IV's aunt Elena (Helen) married Alexander Jagiellon, King of Poland and Grand Duke of Lithuania, for example. After that I think the constant turbulence in Russia and the Orthodox/Catholic differences were a pretty big impediment to foreign marriages for a good while.