They used to gather in the good times, too - but they were far fewer in number, disunited, and easily dispersed.
Riot policemen, bussed in from the provinces, smirked about Saturday overtime payments as they waited to take their shields and shove the "ones who don't agree" off the streets. It did not usually take long. In those days of the boom which reached its height between 2006 and 2008, there did not seem to be many people who did not agree. At least, they were few who could be bothered to come onto the streets to say so.
For most people agreed that Vladimir Putin was good news. The chaos and instability of the immediate post-Soviet period were gone. There was food in the shops. There were mobile phones in pockets, and package holidays to Phuket and Sharm-el-Shekih.
The "democrats" - young protégés of Russia's first post-Soviet president, Boris Yeltsin - were gone from the political scene: more good news. After all, what had they done except assist in bringing the country to its knees, while creating Russia's special brand of bandit capitalism?
That's why the events since Russia's parliamentary elections on December 4th are significant: more people are starting to disagree. And that makes Mr Putin's planned return to the Presidency in March next year more interesting. If you talk to senior Russian officials in private, as I frequently did during my most recent posting to Moscow, as BBC correspondent from 2006-2009, they quickly drop their public pretence that the country has free elections.
One commentator with close ties to the Kremlin explained to me during Russia's last election cycle, from 2007-2008, that there was no choice but to control the voting. "Otherwise," he warned, "we would have a parliament full of Communists and Fascists."
Instead, the opposition alleges, there is a parliament full of "swindlers and thieves". It is less full of them than it was a month ago, because the party so described, United Russia - a vehicle largely invented to support Mr Putin in whatever he should see fit to do - saw its share of the vote dramatically reduced. This seems especially remarkable if the poll was rigged.
The phrase "swindlers and thieves" was popularized by Alexei Navalny, an anti-corruption campaigner and politician, who is currently serving a 15 day jail sentence for his part in demonstrations demanding the elections be re-run. I saw Mr Navalny speak at Chatham House when he visited London in September. I asked him then if he was worried for his safety. He replied that his new fame made him harder to threaten; and wondered if Russia's political establishment would consider him more dangerous in jail. They seem to have taken that risk.
Mr Putin still has a good deal of support. Frustration - rather than common cause - unites those who oppose him. This is not a simple case of a young generation demanding change. As Maxim Trudolyubov pointed out in last week's International Herald Tribune, the judge who sent Mr Navalny down was 26 years old. These are not pro-western demonstrations. The flags flapping in the snow-bearing winter winds reveal Communists and Russian nationalists among the ranks of the new dissenters - people who reproach the west for its supposed ideological inspiration of the excesses of Russia's loathed oligarchs.
In the twenty years of its existence, modern Russia has been plagued by nihilism - a fact frequently acknowledged even by President Dmitry Medvedev. The big ideas of history - faith, tsar, and fatherland; Marx, Engels, Lenin - all went, and were not replaced. Cynicism and despair filled the vacuum, allowing the growth of the corruption which has made Russia what it is today.
The most significant element to the protests is their expression of belief in a principle: fair elections. If that continues, the perhaps, two decades after it cast aside communism, Russia may finally start to believe in something. If that happens, this really could come to be seen as a seminal moment.
James Rodgers is Senior Lecturer in International Journalism at London Metropolitan University. He first worked as a journalist in Russia in 1991, and has covered all the main news stories of the post-Soviet era, most recently as BBC Moscow correspondent from 2006-2009. His book, "Reporting Conflict", is due to be published next year by Palgrave Macmillan