In case you’re looking to buy Lenin’s complete works, I highly recommend this Russian store that ships overseas (depending you how much you’re willing to pay, it might take a while) and generally is a great source for Russian books – I have tried many various ways of supplying myself with Russian books and I have to tell you that the stores that sells Russian books in the US are no good: they overcharge (knowing the difference in book prices in both countries) and only sell old used books for the most part which only works if you want some Pushkin or Dostoevsky to casually put on your coffee table and impress that special someone: “Oh yeah, I was rereading it in Russian, so much better in the original, so much better…”
Anyway, I found these two nice sets of Lenin’s complete works – one from 1975, another from 1926 – the first set is only 18.000 rubles for 57 volumes (around $720). There are plenty of editions, of course, but the 1975 has most of the “official” works and if you’re looking for things published after 1990s – like nice telegrams to “kill them all” or letters that mention affairs and so on – don’t look for it in the collected works.
For example, this 2007 edition of Lenin’s Theory of Violence could be potentially an interesting read in light of today’s political developments and it will only cost you 140 rubles ($6) for over 250 pages and hardback. The cheapest shipping cost is usually around $20-25 which is not that bad considering that if you buy anything from amazon.de or amazon.fr it will probably cost you something similar.