Windows-1251 is an 8-bit character encoding, designed to cover languages that use the Cyrillic alphabet such as Russian and other languages.
Windows-1251 and KOI8-R (or its Ukrainian variant KOI8-U) are much more commonly used than ISO 8859-5, which never really caught on. In recent times, both might eventually give way to Unicode.
Windows-1251 provides compatibility with M$ Windows and it is is by far the most popular charset for nearly all slavic languages.
Windows-1251 support in the kernel is needed to visualize MSWindows filenames in cyrillic while the console and XWindow system are localized in windows-1251.
Install windows-1251 fonts for XWindows and make sure thay are before other fonts in the path.