A former Russian sergeant, Menshov is member of Hotel Moscow. He only appears in the Bloodsport Fairytale arc which is the arc he dies in, although he appeared in the Rasta Blasta arc in the anime.
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Menshov collects the cafe's "protection" money. While he is collecting the protection money from the cafe with his comrade Sakharov they encounter Hänsel and Gretel who open fire on the two russians. Sakharov tries to gun them down but is killed instantly while Menshov runs out the front door to escape. He is the shot in the legs by the twins and is dragged away.
While captured by the twins, he is later shown dead with signs of having been brutally tortured by the sadistic twins. Hänsel later describes, before he dies, in detail how Menshov acted while he was being tortured. Balalaika also has flashbacks which reveal that Menshov served under her in Afghanistan. He is also praised by Hänsel for being a strong man as he believes "a normal man would have died alot sooner."