From Russia, Royal Academy of Arts, London

Kandinsky, Malevich and Filonov take on Picasso, Cézanne and Matisse in the battle of Burlington House

Of the numerously odd pictures in the Royal Academy's on-again-off-again show, From Russia, the oddest is Pavel Filonov's The German War. Painted in 1914-15, Filonov's canvas looks like a bizarre cross between Georges Braque and Richard Dadd. The comparison isn't as far-fetched as it sounds. In part, this green-brown hybrid signs up to the Cubist experiment in painting then gripping Western Europe. In part, though, The German War is emphatically anti-Western, in terms both of its title and of its aesthetic. Filonov's mysticism and enamelled surface hark back to Russian folk art, and that harking back is political. Two wars are being waged on his canvas, both of them of East and West.

You see this battle everywhere in From Russia, which is much of the show's point. Most vividly, you see it in Ilya Mashkov's Self-Portrait with Pyotr Konchalovsky, whose strongman subjects are poster-boys for a new, muscular – and insistently Russian – art. As with Filonov, Mashkov's Russian-ness defines itself as anti-Western, in this case, anti-French.

For the last quarter of the 19th century, painters in Moscow and St Petersburg had been overawed by the collections of two merchant princes, Ivan Morosov and Sergei Shchukin. The Abramoviches of their day, both men brought back Matisses and Cézannes by the trainload, not to mention Vuillards, Bonnards, Vlamincks, Derains, Braques and Picassos. Of the 120 or so works in this show, roughly a third were bought by one or other of the acquisitive duo. Among them is Cézanne's Girl at the Piano – Overture to Tannhäuser, bought by Morosov from Ambroise Vollard in 1908 for 20,000 francs. Mashkov's double portrait is a straightforward burlesque of this work, replacing Cézanne's Schlegel-ish girls with something altogether more hairy-chested, Wagner's high-art pomposity with a toreador's march.

All of which is to say that the relationship between Russian and Western (which is mostly to say, French) art was never as simple as it seemed. Yes, the influence of Cézanne, Matisse and, latterly, Picasso is to be seen everywhere in the works in this show, but that influence takes many forms – from the flattery of the Cézanne-ish planes in Nathan Altman's Portrait of Anna Akhmatova to the anti-Cézanne, Froggy-go-home-ness of Mashkov and Filonov. And no amount of imitation can explain what happened to Russian art in the years between 1912 and 1922, a decade of genius equalling anything in the West. One wall in the show's last room starts with Kandinsky's Winter of 1909 and proceeds, via his 1913 Composition VII, to Malevich's Suprematism and Red Square of 1915. The claims made by this hang are both clear and plausible: that, whatever its roots, Russian abstraction was precisely that – not French, not Spanish, but Russian.

All this sound obvious enough, but it has not always been so. Morosov and Shchukin's collections were appropriated by the Soviet state in 1919. Threatened with destruction in Stalin's anti-bourgeois purges of the late 1940s, they were divided among the four institutions that have lent them now: the Pushkin and Tretyakov museums in Moscow, and the Hermitage and State Russian museums in St Petersburg. Here, works of Russian and Western artists were shown separately, the latter often being consigned to the basement. (This history is all too vividly recalled by the woeful condition of a Cézanne Mont Sainte-Victoire and of Derain's Portrait of an Unknown Man Reading a Newspaper). Seeing Tatlin's Female Model beside the Picassos that informed it is a novelty of the past 10 years.

This alone makes From Russia a show not to be missed, and there are a great many other reasons besides: from Picasso's Farm Woman to a Paris-scape by overlooked Alfred Marquet, from Matisse's famous The Dance to Isaac Levitan's Summer Evening. Before Malevich's Black Cross, Square and Circle, you can only bend your knee. But it is still worth noting a darker side to what is going on at the Royal Academy.

The works on show form a tiny proportion of the Morosov and Shchukin collections, never mind of the art made in Russia between 1870 and 1925. Given the numbers, this could hardly have been avoided; even so, some of From Russia's omissions – and some of its inclusions – seem curious. Why is the ex-Shchukin Two Girls on a Terrace by Charles Guerin here when Picasso's vastly important Three Women, from the same collection, is not? Where is Matisse's Red Fish? Star turns apart, you can't help noticing that Russian art does rather better out of the RA than does Western art, which distorts the truth more than somewhat.

While this might be put down to a little harmless chauvinism on the lenders' part, it is harder to overlook the other shadow on this show. In order for it to go ahead, the Russian government insisted legislation be passed preventing heirs of the Shchukin and Morosov families from claiming reparation for their lost art in British courts. That our own Government calmly changed British law to oblige seems shameful, if typical. I recommend this show highly, though it pains me to do so; and I'd quite understand if you chose not to go.

Royal Academy of Arts, London W1 (020-7300 8000) to 18 April

Further reading 'The Russian Experiment in Art', Camilla Gray, Thames & Hudson £9.95