Since the 1920’s, Caviar Kaspia has been offering a luxurious, old-world Russian experience—with a beautiful view of the Eglise de la Madeleine. Plush, and paneled in wood, there aren’t many surprises in the dining room: You’ll find top-shelf caviar, blinis, champagne, and loads of vodka. The shop in the cellar sells everything from Iranian caviar to silver tableware to smoked fish.

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