The Olympic torch arrived on Monday in the Russian city of Volgograd, the scene of two suicide bombings that killed more than 34 people last month.
Earlier on Monday, militants trying to carve out an Islamist state in the North Caucasus region issued a chilling video threatening to attack the Games.
Two militants claiming to be from a group called Vilyat Degestan warned Russian President Vladimir Putin: “If you hold the Olympics you will receive a present from us … for you and all those tourists who will come over.”
The host city of Sochi lies on the western edge of the Caucasus mountains. To the north is Dagestan where militants are waging an insurgency to create an Islamist state.
The militant group claims it was behind the two suicide bombs last month at a railway station and on a trolley bus in Volgograd.
The Russian president has acknowledged that the Games could be a target for terrorists.
He said Russia would do “whatever it takes” to ensure the security of Olympic participants and guests.