There's a little German store inside of Cafe Mozart in downtown DC: http://www.cafemozartgermandeli.com/zgrid/proc/site/sitep.jsp

Also, World Market in Friendship Heights has a selection of European items, depending on what you are looking for.

There is one in Gaithersburg, love the chocolates, bread, juices and pickles.
I think it is called a 'European store'

Russian and European are different things with regards to food, OP. What are you looking to buy?

There's a German grocery store in Bailey's Crossroads. Not Russian, but you also say "European".

German Gourmet.

http://russiangourmet.com/

This is a chain with one in Herndon, McLean (mentioned above), Alexandria (on Slater's Lane, also mentioned above), and their latest location in Fairfax.

There's one on Slater's lane in Alexandria. Slater's Lane is off the GW Parkway past National Airport right before you really hit Old Town.

Do you know of any in or near DC? I know of the one in McLean on Chain Bridge Road and one in Rockville at Congressional and Rockville Pike. Any others? I hate driving out to these places, they are just too far to make it worth it.