For the record, it is not necessary to go through an agency to obtain your visas, I’ve just completed the full troika of Russia, Mongolia & China and every application I made was accepted the first time around. You do need to get started several months in advance though!
Some personal notes, although the details will vary based on your citizenship and where you apply: this is all for an Australian applying in Australia. Also, despite minor differences in the requirements on paper, standard Australian passport photos were fine for all three.
Russia: This is the most complicated by a long shot, so get this one first. I applied in person at the Russian consulate in Sydney, using the detailed step-by-step guide here, which was extremely helpful. Cost A$135, processing time two weeks plus wait for appointment. Two additional tips:
Apply for your visa appointment well in advance, since it may take a few weeks to find a free slot.
When requesting your letter of invitation (I used ivisa.ru), get one that covers the entire length of your stay plus some buffer and use the same dates on your visa application. I naively only got one for the days I was actually staying in a hotel (as opposed to sleeping on a train), so the dates on the visa application were different, and was grilled about the discrepancy. They accepted my explanation, but you may not be so lucky.
China: Applied at the Visa Center in Sydney, which is extremely efficient. You will likely be asked for proof of how you will enter and depart China, so bring along train/flight tickets or reservations. I also had an itinerary from a tour agency in China, which is not strictly necessary (and, sotto voce, doesn’t match my actual itinerary), but it was sufficient to cover all other documentation needs.
Appointments are required but are usually available next day. Cost A$109.50, processing time four business days.
Mongolia: Applied via post at the Mongolian Embassy in Canberra. The documentation and travellers’ reports are not clear on whether you need to include train tickets for a tourist visa, but I called them up and was told that a “tourist agency itinerary” was enough. I sent along my ticket reservation receipts (not an actual ticket) and that was good enough. Also, Russia & China take credit cards but Mongolia insists on a bank cheque, so order that at least a week in advance. Cost A$230 (!), processing time 4 days.
Elapsed time: I started my paperwork on April 21st and received my final visa on May 31st, so around 40 days end to end. I could have shaved a week off this by booking my Russian visa appt earlier, another week by paying for express processing for Russia & China (not available for Mongolia), and a few days by paying for express mail to/from the Mongolian Embassy.
Удачи тебе! 祝你好运!
Update: I’ve extended the answer above into a lengthy blog post with more detail.
I was looking into the same journey recently and the best resource I found was seat61 http://www.seat61.com/Trans-Siberian.htm#Visas
I talked to one of the agencies they recommend http://www.realrussia.co.uk/ They knew what they were doing, they quickly responded and sent us quotes and paperwork for both my husband and I (Australian and English passports).
You’re very unlikely to get them rejected if you go through an agency, as they’ll make sure you have all the right information before they submit it to the various government departments.
I used Visa To Russia in 2008 to get a tourist visa, and this year for a 3 month double entry business visa, and both times they were fantastic.
For both Mongolia and China, you can apply on the road, at embassies or consulates, or just go directly to the websites and fill in the forms and take them to the embassies in London. They’re fairly straightforward, it’s only Russia that is tricky. I even got the Chinese vusa at the border the last time I went, although I wouldn’t rely on that.
One more point – booking the train tickets from outside is FAR more expensive than booking in the countries themselves. I’ve just arrived in Volgograd after 34 hours from St Petersburg, and I booked that with 4 hours to go, so there’s really no problem getting tickets in either Kupe or Platzkart classes. Just a thought, it’ll save you a lot if you’re able to be flexible, unless you’re able to get a massive discount by buying the whole lot.
It’s tricky to use, but www.rzd.ru has the local prices and availability for trains, if you’d like to have a look and compare. City names must be entered in Cyrillic, but Google Translate does that quite easily for you.
Good luck, it’s a fantastic experience.
As I know, in Russia visas can be achieved in two ways:
Standard fee for the touristic visa is 70 euro. If you have an invitation, you will get your visa in 2-3 working days.
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