The Large Russian interrogated Vaughn upon request from Tamazaki, who worked him out not to be Yuri Komarov, the nuclear chemist he claimed to be. Vaughn eventually managed to overpower him and the Large Russian was taken into custody (Authorized Personnel Only, Part 1).
Whilst in custody Jack Bristow and Marshall Flinkman confront the Large Russian and asked about Roman Vadik. Eventually he explained that Vadik was not a real person and Tamazaki had made him up as a cover for himself. Jack gave the Large Russian his word that he would ensure that he would be protected from Tamazaki after giving out such information (Authorized Personnel Only, Part 2).
They used the same actor in Season 1 for the 4th and 5th episode