Thailand is unique among the nations of South East Asia in that it avoided being conquered by the European powers during their period of colonial expansion. I knew about this and had been mildly curious about how Thailand maintained its independence while the countries around it were falling but had never really followed up the question until I happened to meet a Thai socially recently and posed the question to her.

She surprised me by saying that the Thai monarchy that ruled the country felt in the late 19th century that Russia could help them keep the British and French at bay. This has resulted in historically close ties between the two countries that continues to this day with tourism and student exchanges.

There is an interesting well-spring of enduring pro-Russian sentiment among many Thai based on historical ties between the Siamese and Russian royal families: King Chulalongkorn and Tsar Nicholas II exchanged reciprocal visits in 1909-1910; and the Tsar provided what many Thai consider a critical boost to Siam’s independence in the face of British and French pressure on Siam’s borders and sovereignty.
…

With Thailand’s foreign policy centered primarily on ASEAN, the US, and China, there is little space for Russia to be an influential player. A 27 November 2009 visit to Bangkok by Russian Deputy Prime Minister Sobyanin saw Thai pledges that the Prime Minister and Foreign Minister will travel to Russia in 2010. The resurgence occurred as a result of a flurry of high-level visits, first by then Prime Minister Thaksin Shinawatra to Russia in 2002 and a reciprocal visit by former President Vladimir Putin to Thailand in 2003.
…
The number of Russian tourists to Thailand had steadily increased, to 300,000 Russians in 2008. Thailand was the number two destination in Asia for Russian tourists, who did not need visas for short visits.

This article on the website of the Russian embassy in Thailand (formerly known as Siam) discusses the historical origins.

The first contacts between Russia and Siam date back to February 19, 1863 when two Russian ships “Gaydamak” and “Novik” shored at the Bangkok Port on the Chao Raya River. In 1876-77 N.Miklukho-Maklay visited Thailand during his voyage to the countries in the Asia-Pacific region.

In the end of XIX century Siam considered Russia as an ally capable of rendering its assistance in the Siamese struggle for preserving independence against the colonial expansion of European Powers. The relations between the two countries received substantial progress. In 1882 the Russian naval squadron under the command of Rear Admiral A.B.Aslambekov came to Siam on the occasion of the Chakri Dynasty Centennial Celebration. In 1888 Russian musician P.Schurovskiy composed the National Anthem of Siam, which was used up to 1932, and became afterwards the Royal Anthem of Thailand. H.R.H. Russian Crown Prince Nikholas visited Bangkok in 1891. The same year H.R.H. Siamese Prince Damrong came to Livadia (Crimea) where he was given an audience by H.M. Russian Emperor Alexander III. In 1896 H.R.H. Siamese Prince Chira was a guest at the Coronation Ceremony of H.M. Emperor Nikholas II.

During the Royal visit of H.M. King Chulalongkorn (Rama V) to Russia on July 2-10, 1897 the diplomatic relations between Russia and Siam were formalized. On December 4, 1897 Mr. Alexander Olarovsky was appointed as Charge d’Affaires and Consul-General of Russia to Siam. On April 14, 1898 the Russian Consulate-General was opened in Bangkok. Later it was upgraded into the Mission which operated till 1917.

On June 23, 1899 the Russian-Siamese Declaration of Jurisdiction, Trade and Navigation was signed in Bangkok. Given the friendly relations and the development of cultural exchanges Siamese Royal Guards wore the uniform of Russian Guards up to the 1970-s. Some elements of that uniform may be seen in their garments today.

At the end of XIX – beginning of XX centuries a number of the Thai Royal Family Members and state officials visited Russia. Many young Thai aristocrats received education in St. Petersburg and Moscow. The son of H.M. King Chulalongkorn – H.R.H. Prince Chakrabongse stayed in Russia for several years, studied at the Corps des Pages and General Staff Academy, served in the Russian Army. In 1906 he married Russian citizen Ms. Ekaterina Desnitskaya.

The Russian revolution resulted in formal relations being ruptured in 1917 but were restored in 1941 when diplomatic relations were established between Thailand and the Soviet Union.