He may have been Time's Man of the Year, but what he really wanted was to win Playboy's caption contest.
The artwork itself is by Vasily Surikov and Valentin Serov, famous 19th-century Russian painters, but the additions are all Stalin's, right down to his authenticated signatures. His captions, while juvenile, did demonstrate his deep commitment to communism -- like this picture, where he tells this naked man, "You need to work and not masturbate."
via The Daily Beast
There's a whole chapter about that in Marx's Capital.
On the other hand, Stalin seems to be encouraging this nudist to commit a sexual assault when he writes, "You idiot. Have you completely forgotten what to do?"
via Smart History