The masterpieces were handed over in a ceremony on Wednesday in Moscow at the Federal Security Service building.
The 30cm tall bronze "Jealousy" and "A Kiss" sculptures were made by Rodin in 1899.
These sculptures were presented to Stalingrad (former Volgograd) in 1945.
The artist's copies were stolen in 2000. The criminals were detained while attempting to sell one of the sculptures at the end of the last year.