Looks like the US has one in Tennessee, place called Raccoon Mountain, in the 1970s. At the time, the power source was to be nuclear. Another large scale project is being built near Seattle, with enough stored energy for 12 hours of electricity for every residence in Seattle. Pretty cool that such a conceptually simple technology can solve these problems.
Russia is saying it because they have a political alliance with Iran and Syria. Last week, Israel bombed a Russian military base in Syria that had received arms headed for Iran.