Its more likely than you think :P
The later half of the 19th century was dedicated to the Great Game (or Tournament of Shadows, if you're Russian), where Russia and the UK struggled for domination of Central Asia, most likely as a pathway for the Russians to gain access to India and threaten British interests.
Of course, nothing ever really came of it because Afghanistan was in the way and Iran was still too strong and too far away to easily take over for both sides.
Of course, Russia DID have one of the largest fleets in Europe. Third largest during the Napoleonic Wars, if I remember right, just after France.
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