I have five possible answers for this riddle, choose whichever you prefer:
1) In Mother Russia, globe controls the Nazis.
2) In Russia, nobody owns a globe so the Nazis have nothing to control.
C) RUSSIA, BITCH.
IV) You can always find somewhere to run in Russia, because it's a big coutnry filled with nothing. There's enough space to run and keep on running, this won't change even if the Nazis control the globe.
%) The Nazis control the globe but it's a snowglobe. Where is snow? Russia.
I'll take the % option, as this one makes the most sense to me for some strange reason.