Russia knows that well. Russia however is over four times the landmass of EU and nearly twice the landmass of US. Combined total NATO landmass is lower than 12M km^2 whereas Russia has over 17M km^2. If it is total nuclear showdown, Russia is the country that is best placed to "survive" a global total nuclear exchange. Hence why it is dangerous for Russian leaders to begin wondering towards that direction.
Actually....no.
Russia will not be "better" or "best" place to be to survive a nuclear blast due to its size. US alone had enough warhead to nuke every inch of Russia with changes (spare warhead not being used)
Using the follow website for ground det US missile/bomb have the combine power of
US Nuclear Device in service
W87/W88 MIRV (ICBM) - 450ktn - 700 Warheads Destruction power @3psi - 7539 sq km
W80/W84/W84-1 - 150ktn - 2100 Warheads Destruction Power @3psi - 3357 sq km
W76 MIRV (Trident II) - 100ktn - 3400 warhead Destruction power @3psi - 2568 sq km
B61 (Gravity Bomb B52/B1/B2) - 420 ktn - 3100 warhead Destruction power @3psi - 6615 sq km
B83 (Gravity Bomb B52/B1/B2) - 1.2 Mtn - 650 warhead Destruction power @3psi -13225 sq km
Combine US warhead destruction is 50,160,950 sq km. While not all of them are in active service, (for example, some W80 are being replaced by W88 or some W76 are being replaced with W87 and so on) but estimate US have around 5000-6000 warhead (nobody knows the exact number, even me, and I have TS/SCI clearance) so US alone would probably and very easily destory every inch of Russia territories probably twice if they wanted. So Even Russia is big, the US stockpile is even bigger...And then we are talking about ground det, which limited its destruction power, most nuke are going to do an airbrust instead of a ground det.
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The factor that dictate survivability, however, is another issue, it's depends on terrain and how well you prepare for it. People lived in the Rockies Mountain will have a better chance to survive a complete thermonuclear exchange than say people in the SF Bay Area or Manhattan because the mountain will shield and absorb a large does of radiation from the detonation. On the other hand, whether you have ready to use shelter and how well you prepare (so CRBN training and survival training) also put into a serious dictation on whether or not you will survive a nuclear blast, people like me, who had military experience, trained with CBRN, have wildlife survival technique (which you need to learn during SERE and Ranger school) and have civil defence training will most likely have a higher chance to survive than you.
On the other hand, you actually may want to rethink about surviving the aftermath, surviving the nuclear blast is the easy part, surviving what's coming afterward is not, Nuclear Winter and have to deal with fall out is not as exciting as you seen on TV like the movie "The Day After" or TV series like "Jericho". You are talking about an environment so hostile you cannot be outside for more than 10 minutes even if you had full CBRN suit on, and you are talking about working on these condition to fight thru a nuclear winter so you have food for next year when your can food run out. And that is assume you still have a government and a functioning armed force and police force to begin with, if not, then you are simply entering a world of jungle law, where survival the fittest literally mean you died if you are not the best, and sometime being the best is to rob and kill someone, now, between you and me, I can tell you I am pretty sure that is more geared toward my life than yours, having went thru 2 warzones and know the basics of wilderness survival, I mean, even if I give you a M4, you probably don't even know how to use it (how to reload it, how to maintain it or even how to fire it) let alone using it proficiently. And I am telling you this, I probably don't want to live in a post apocalyptic nuclear wasteland.....You may think it's fun to play it on Fallout 4, it's no fun when you have to do everything.........