Do not go to the registry office. This authority may not issue you such a certificate. First, the law is not provided. Secondly, today in Russia there is no common database of the spouses. The easiest option is to contact the Russian Consulate in the homeland of the chosen. Don't forget to take a Russian passport. Officials of the consular Department will write you need help. In many consulates even have ready-made forms with a request to issue a certificate of "dezamageste". You need only to enter their data there. Get desired and make a notarized translation of this certificate.
The second way is to go to a notary in Russia. Show him your passport and on an official letterhead with a hologram, you write that you are married. You will only need to put your signature. A notary public is to witness it.
Your further actions depend on what country you are going to get married. For some countries it will be sufficient assurance of the notary. And in Estonia, Belgium, Germany, great Britain, Liechtenstein, Georgia, Bulgaria and many others, require so-called apostil. These requirements 129 the States parties to the Hague Convention of 1961.