One player that comes to mind is Dallas Stars forward Alex Radulov. Radulov is one of the most skill Russians in the game, but after being drafted 15th by the Nashville Predators in 2004, Radulov wasn't ready to play a matured game.
Radulov is known to have character problems. He was drafted by the Nashville Predators and played for two seasons but caused chaos amongst the team, would not following the rules including missing curfew, being late to practices and arguing with teammates. Radulov was also criticized for not playing with much effort some games causing teammates to yell at him including Jason Arnott who said, Radulov only cared about himself and personal attributes. Radulov returned to Russia after an unsuccessful first attempt in the NHL.
He came back to the NHL in 2012 and played a few games with Nashville but once again started causing problems and left again after the playoffs to return to Russia. After 4 more year in the KHL, Alex Radulov became one of the best players in the KHL. Radulov would make his 3rd return to the NHL signing as a free agent with the Montreal Canadiens. This time, Radulov didn't disappoint. He quickly became a fan favorite in Montreal having a great season.
Unfortunately for the Canadiens, Radulov decided to leave and sign with the Dallas Stars where he's been a top player on the team every season, except for the recent two years.