Type P36 steam loco, delivered from Orenburg to take part in the parade.
Type P36 passenger steam engine was designed in late 1940s by great Soviet engineer Lev S. Lebedyansky. Batch production started in 1953 at Kolomensky works, and ended in 1956. P36 was the last Soviet passenger steam loco, and also P36-0251 (the last from the batch) was the last steam loco, built by Kolomensky works. Steam era was over. P36s were withdrawn in 1976.
P36 locos were nicknamed "General" for their appearance.
More info on the event you can see in album's description.