Hello. I understand your frustration. Listening comprehension is probably the most difficult skill to get. To top it all, I don't think there is a 100% working solution to get it. There are only tips and suggestions and to be honest, they are mostly platitudes, but sometimes you have to listen even to platitudes.
First of all, you have to listen and listen
a lot and reguraly to actually obtain a good listening comprehension. As for me, I think the best choice would be to listen to something that has both audio and video, that creates some kind of interaction. You don't only hear but you also see what's going on and that can help you understand something even though you didn't make out the words or it even might help you deduce the unknown word's meaning. That's a great asset, believe me.
Secondly, you have to have some vocabulary to actually start understanding speech, because if you don't know words listening is just a waste of time. That leads us to the conclusion that it would be better to pick your listening material carefully, the more it matches your vocabulary the better your chances to understand it. Perhaps, start off with children or teen stuff? The vocabulary is not very wide there.
Thirdly, our brain follows patterns, especially if it deals with speech. For example, most non-native English speakers can't distinguish between certain sounds of English, such as E as in eel and I as in sit or A as in bat and E as in bed and so on if there is no similar distinction for sounds of these kinds in their native language. What happens there is that their brain matches those sounds with the native ones and returns the most similar native sounds so, as a result, they don't hear the sounds correctly. So, you won't be able to understand a foreign speech untill you have established new patterns in your brains. Especially if we speak about such a different, almost alien, language for an American as Russian. I remember my first attempt to listen to the English speech. That was a complete shock, I didn't understand a word of it. I was like: "Hey, what the hell was that? How they even talk like that? And the intonation! It's just horrible, such rapid drops!"
That's because I was expecting Russian speech patterns there, which ended up with a woeful disaster.
That problem kept haunting me untill I realized that I had to try a different approach. So I started to listen to the sounds rather than to words, and guess what, it worked.
That helped me to create the new speech patterns I talked about. At first, I didn't hear words I heard only sounds, but gradually words started to become clearer and clearer and I became able to understand sentences without any noticeable effort.
In conclusion, I want to add that studying pronunciation is most likely to help along your listening comprehension. If you know how to pronounce sounds properly that automatically creates the new speech patterns and that also means that you will hear those sounds in speech without an effort.