Designed in the 1930s, Palace of the Soviets, which would've been the tallest structure at the time, was supposed to be the administrative center and a symbol of the might of the Soviet Union. Alas, the German invasion of 1941 and the subsequent World War put an end to the architectural adventure.
But fans of totalitarian architecture take heart! We still got the propaganda posters and art, as compiled in this neat post by Dark Roasted Blend: Link - Thanks Avi!