Rocky performs the movie's obligatory training montage here, in the middle of nowhere. Then, one day, Adrian suddenly shows up, having decided she's actually OK with the fight for no real reason.
MGM/UA Entertainment Company
Unless Adrian has magical teleportation powers, that means she contacted the Soviet government and got herself admitted behind the Iron Curtain and flown into Russia at the height of the Cold War, then driven out to the cabin a million miles from nowhere in this frozen wasteland.
That's extremely nice of those supposedly heartless Soviets. Getting Rocky alone to this place was an elaborate and presumably expensive endeavor. And they were totally cool with flying his wife there as well, after she changed her mind about the trip like a couple days later? Super chill of them, honestly. Maybe there's something to this whole communism thing ...