It has gone out of fashion, but collecting postmarks on loose stamps was once very popular. In some cases it is the only practical way of studying the postal history of a period or place: in many cases, there are not enough covers and those that do exist cost thousands (pounds, euros, dollars) and no one can really hope to gather enough together.
A good example of postmark study is to be found in S D Tchilingirian and W S E Stephen's "Stamps of the Russian Empire Used Abroad" which dates from the 1950s
Peter Ashford's "Imperial Russian Stamps Used in Transcaucasia" (from the 1970s) is in the same genre.
Last but not least comes I L G Baillie and E G Peel, "St Petersburg: the Imperial Post - its postmarks and other postal markings 1765 - 1914" (2001)
Eric Peel's personal collections have been dispersed on the market over the past few years. I have bought and sold several of them. Peel trawled through hundreds of thousands of stamps and could identify a postmark from one letter or a serial number - in some cases, from a kink in the outer circle of a postmark. In many thousands of cases, he pencilled the postmark identification on the back of the stamp.
Such postmark studies, using common stamps, are invaluable in assessing the authenticity of rare covers. The postmarks on the common stamps are a very good guide to how they should look on a cover.
For Transcaucasia, I have built up (and then sold) postmark collections on 1923 Transcaucasian pictorials which have the advantage of being large format stamps. It's not easy. You have to take every opportunity to acquire used copies despite the fact that you are going to find that 90% of them are cancelled BAKU or TIFLIS. But even then there are an awful lot of serial numbers to be distinguished. Those were both major cities with several post offices and many cancellers.
By way of encouragement: I find it much more satisfying to puzzle out a postmark from a couple of smudged letters than to do a crossword or Sudoku puzzle. (In truth, I don't know how to do a Sudoku puzzle)
If you have a limited budget and unlimited patience, try making a postmark collection. Let me make a suggestion. We have postmark studies of St Petersburg and Moscow (the work of G A Combs and N C Warr). But for quite major Russian cities, there are no serious studies at all ...
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