There is a Russian Vodka bar in Denver known as Red Square. They flavor infuse a lot of their own vodkas. While some of their mixed drinks are great, we usually do them with straight shots and dill pickles as a chaser. Absolutely fantastic (and intoxicating experience).
Oh yeah, their food is good too...
If you happen to be in DEN, i recommend checking it out.
http://www.redsquarebistro.com/