There is a video here:
http://englishrussia.com/?p=5256
http://english.kompas.com/read/xml/2009/10/12/09152845/Independence.Day.Cloud.over.Moscow
“A spokesman from the city’s weather forecast said: ‘Several fronts have been passing through Moscow recently, there was an intrusion of the Arctic air too, the sun was shining from the west – this is how the effect was produced.'”