If you want to play Grim Fandango with russian subtitles (this is not about horrible voice, available in internet, only translation), then you need get latest Residual, and two more files.
Here, you can download archive with translation file GRIM.TAB and font file, you need to extract it where your GRIM.TAB placed. This translation made by well-known group, Enpy, kudos and credits to them!
After this, you need to get Residual, either download from their site, or build from git.
git clone https://github.com/residual/residual.git
After you built residual executable, you should try to add your game directory and play. If all went good, you can enjoy one of the greatest games ever with Russian translation, and great original voices