Anywhere in the world where you've got lots of tourists you'll find people trying to con them... especially in places like this small town where there wasn't much tourist infrastructure before (not like Odessa or other places in the Crimea). You just have to use common sense.
As for Russian mafia, I never believe stories about them until I've seen it with my own eyes. I've been out here for several years and I've never run across them. Not like in the movies!
Edit: I just watched that video. Kind of stupid, to be honest (oh, we're just here for sex!).... those guys they called mafia weren't mafia.