All things considered, it had been a long and contradictory day. I was still sitting in the grey suit I’d stepped into 24 hours ago in a grey London dawn, and here we were, the suit and me — two airports, two dinners, two parties, three time zones, four traffic jams, three bodyguards and approximately 36 small, perfectly perky breasts later — clutching the international hospitality of a warm Coke, slouched on the sofa with a troika of new Russian friends, a photographer and a translator, and Clarkson.

In a gents’ club in downtown Moscow somewhere, Jeremy is keeling over like a stricken junk. He is still wearing most of his London suit, but he’s also casually thrown on a virtually naked Ukrainian lady with legs longer than the Trans-Siberian railway and a smile that could melt buttons. She’s not wholly naked, she’s still wearing the merest thong... Oh no, that’s come off, revealing a pubic tonsure as slim as a gulag snout. Though I expect it looks like a mohair beanie from where Jeremy’s sitting.

“My, these are very attractive lap-dancers,” he shouts by way of polite conversation to our host, a charming and taste-free Russian plutocrat who guffaws with the insistent joie de vivre of a man giving final directions to a squadron of nuclear bombers.

“No,” he shouts above the 1990s Yankee disco rap. “No, no, not lap-dancer — prostitute!” And then he turns to me and asks: “Which one you like to make f*** with? One f***, two, how many? Have here or take away, my present.”

You know, terribly kind and generous and all, but I just couldn’t, I waffle in a grisly, Terry-Thomas voice that only comes out when talking about sex to foreigners. “What, you homosexual?” he asks with inquisitive pity. No, no, well, not so far. “Why, then just take a little one, you don’t do nothing. She do everything. Have two. Watch. Do yourself.”

Well, er, actually, you see, I’m sober and I’m embarrassed. Sober embarrassment is the great British prophylactic. He looks confused, but then sober embarrassment is not an emotion that clouds the Russian psyche often, if at all.

What I really like about this wonderful brothel, not that I’m much of an expert, is the private room with shower and toothpaste and the two-way mirror wall, which is like a cross between a KGB interrogation room and a Travelodge. And I like the catwalk stage, where the girls do burlesque numbers, including a Scottish parody to piped bagpipes. It was more St Trinian’s than de Sade. The girls all have a ferocious chiselled beauty: no slatterns or jades, no pneumatic implants or cosy, slappable cellulite. They scowl and smoulder with a lean and hungry look, the thousand-dollar stare of ambition. Finally, what I liked most about the brothel was its name: Secret Service, written in English rather than Cyrillic, presumably because here in Moscow, retirement home of Philby, Burgess and Maclean, the English secret service are famous for being always availably shagged for money.

So we left empty-handed. The owner gave us two consolation T-shirts and had his picture taken with Jeremy. I must be one of the few visitors to a Russian brothel whose only physical encounter is a hug from a short, hideous central-Asian pimp.

We came to Moscow because neither of us had been before and because it’s getting ever more difficult to find corners of the world where they don’t get Top Gear. Moscow turns out not to be one of them.

They start asking for autographs at the luggage carousel. “Is that man from Top Gearski?” a wizened old peasant asks me brightly. No, nyet, sorry. His face subsides into its default setting of eternal Slavic disappointment.

Jeremy and I always have a little competition to see who can come up with the best local contacts. This time I’d got a fixer, a photographer hot from Chechnya and Beslan, the editor of Russian Vogue and Gwyneth Paltrow. Clarkson only managed the editor of Russian Top Gear. He turned up at the airport with a posse of Spetsnaz bodyguards in blue camouflage with machine pistols. My fixer turned out to be Ivana Golightly, madder than mushrooms by moonlight and more intense than Tiger Balm on the testicles.

Dima, the photographer, was a modern miserablist whose cynicisms were as flat and unrelenting as the great ineffable steppe. At one point he asked me: “Is this evening going to be another meal in an absurdly expensive and glossy restaurant with grotesquely rich and powerful men and incredibly beautiful and sophisticated society bitches without morals?”

Well, yes, I suppose it might. “Pah, then I’ll go home and sit in the dark with a Pot Noodle.”

The road into a city from its airport is always like the trailer advertising coming attractions. The one into Moscow is longer than Tolstoy and makes you realise how Napoleon lost his flight. Cars are the promise and the curse of new capitalism, the first stop of entrepreneurial freedom and the jam of competition. Russians drive with a terrifyingly self- destructive attrition. All motors are the same colour, sprayed with a cementy-grey, grimy antifreeze road filth, as if the dirt were still recalcitrantly communist, painting Mercedes, Ladas, Skodas and Range Rovers the same militant colour-of-Mother-Russia muck.

Through the electrically curtained windows and the drifting exhaust fumes we pass acres of tower blocks, monolithic hives for workers. Marching in a flattened and beaten landscape, even a decade dead, the weight and purposeful hideosity of the grand socialist experiment leaches the humanity out of you. The buildings are more despairing than any Third World slum because they were created with a steely focus to blot out the horizon of singular happiness.

A ceiling of thick curdled cloud hangs over the city like the state’s dirty laundry. Occasional stands of silver scrawny birch add to the feeling of a world without colour sketched in charcoal. You believe that in Moscow even the rainbows would be grey. That’s if they ever get enough sunlight to make one. The air is sulphurous, thick and metallic. It pricks the eye and sours your throat. This is not a pretty place, but it hums and mutters with an awful power. Like a monstrous turbine, Moscow is magnetic, mesmerising.

After a long silence, Jeremy looks away from his window and says, “I already love this place,” and beams. I know what he means. The city squats like a weightlifter over the flat iron bar of the Moscow river. It’s built on a series of concentric ring roads. The garden ring carved by Stalin marks the inner city, where the government buildings, the grand monuments and temples to the collective will and grand design live. People move about on the broad streets wholly out of scale, frail and tiny, cogs that have fallen out of the building. We look like ghosts in the machine.

Red Square comes as a bit of a bright surprise. In front is Lenin’s mausoleum, on top of which party leaders reviewed the cold, priapic rumbling rockets of May Day MADness (mutually assured destruction), and where a soldier still stands guard in front of the waxy corpse of Vladimir Ilyich Ulyanov. He marches over to us and asks with a guilty glance if he might have a photo with Clarkson on his mobile phone. Some images are simply beyond irony or explanation.

There is a big party, a launch for Martini. All of smart Moscow is here in a barn of a nightclub that was once a factory. Outside, the limousines are jammed five-deep, chugging into the night air. Inside, Gwyneth Paltrow has been flown in for international glamour. She stands in a party frock in a small wooden box with her bodyguards, like a little Punch and Judy show. Photographers and film crews jostle as smart hostesses and the wives of the new rich are jostled in to shake hands. Finally, Jeremy and Gwyneth meet and stare at each other, blinking in the continuous flash like a pair of giant pandas brought together in a distant foreign zoo. It was, Gwyneth told me later, the weirdest experience of her life. Whether she meant Moscow or Clarkson, I didn’t ask.

Restaurants in Moscow are hysterically, emphatically, purposefully expensive and gaudy. They’re more gaudy, camp and flash than the Bolshoi Christmas Special. Turandot — named after a mad Chinese bint who had her boyfriends executed — is a so-so Chinese-Japanese fusion restaurant that has hand-painted, gold chinoiserie walls and dishes that start at about $50. The restaurant itself cost hopeless millions, and the handful of women lunching here have had no less expensive work. I’ve not seen so much radical cosmetic surgery as in Moscow. It’s not just a little tasteful tweaking and augmentation, a sly cheat of nature. It’s the complete hot-rod rebuilding. Even their mothers wouldn’t recognise them.

I went to another, designed by Philippe Starck, which had gold Kalashnikov lampstands. If you want the Christmas-cracker wisdom of what the difference is between America and Russia, it’s that America is wholly without irony and Russia is wholly without anything that isn’t an irony. I sat at a table with new Moscow entrepreneurs, the Boss-suited, Swiss-wristed, soft-English-speaking hewers and carvers of the new Russian economy. They talk all the consumer stuff, the cars. suits, houses and holidays, but it’s just a veneer. Underneath they are the children of the revolution — you know, “I’m told that the European Community was created to do to Russia what the West couldn’t do with bombs.” No, it wasn’t. I’m a member, I voted for it. “Ha!” they give a little tragic laugh. “You know nothing.” But I live in a society with a free press and access to information. “Ha!” More tragic smirks. There is no conspiracy theory too convoluted or improbable for the Russian psyche, and all plots lead to Moscow. They are rigorously, collectively paranoid and vain. The only obvious face-value truth is that nothing is what it seems and everything’s worse.

They believe in Russia’s might and Russia’s right. They see nothing untoward in using gas and oil and power as a carrot and stick. “What’s that mean, carrot stick?” It’s an expression. “Like a Kalashnikov and a cabbage?” Yes, I expect so.

“It’s our gas. Why shouldn’t we use it as a knife?” shrugs an international tax lawyer and mining investor. Handing me the caviar, he says: “We’re the most well-read country in the world. All Russians read classics.”

“Mostly tragedies,” adds Dima.

Russia’s great natural resource isn’t subterranean melting fossils; it’s suffering. They have the world’s largest deposits of suffering. They cherish their ability to suffer and take grim pleasure in handing it out by the ladleful to others. The rigour of 80 years of communism has made them demon capitalists. It turned out to be the best training for the free market. There are no fences, no lines in the snow, no limits. Free market means that everything is for sale. You want a policeman, a judge, a politician, a censored press? You pay for it. It’s all open, universally understood. It’s not corruption, they shrug. It’s just pure reductive capitalism.

It’s almost irresistible to compare Russian society to the dolls-within-dolls, the tourist’s gift. In fact there are now only two dolls, a fat rich doll and a poor thin doll. Perhaps a third one: the rich doll’s bodyguard. The amount of cash washing round Moscow is astronomical, inconceivable. It’s divvied out among a tiny sliver of the population whose poor taste and eye for the surreally expensive are turning the city into Dubaiski. Women clear out entire shops; men decide they want to collect and buy everything at once.

Sovietologists say this is simply the excitement and childish extravagance of the new. Soon it’ll calm down, they’ll grow manners and taste and become biddable. But why the hell should they? Have you ever seen a glutton who says: “That’s it. I’ve had enough of greed”? That’s not how the market works. Outside the garden circle, Russia lies flat, skinny, endless. There’s precious little trickle-down, no sweetener for the ugly hardship of the masses. They are still out in the cold, rubbing their hands over their suffering. “It’s just Russia reverting to type,” said one of my businessmen.

Beside Gorky Park there is a little wind-whipped desert of green on which they’ve dumped all the old communist-era statues. Brezhnev, Khruschchev, Lenin, Stalin, the symbols of international workers’ solidarity and the memorials of heroic soldiers, combine-drivers and motherhood. They look both absurd and sad. Nostalgia can give anything an aesthetic makeover, even Soviet realism. However clunky and misbegotten these angular and operatic posed figures are, they have an integrity that is utterly absent from the expensive international magpie tat of the new Russia. On this grotty green, with its babushka selling tickets, its shivering drunk and its chipped and mildewed statuary, is the collective memorial to a thudding, single awe-inspiring idea. While a received western wisdom that the collapse of communism was a good thing and a triumph for us, this is a reminder that the towering twin tragedies of the 20th century were that communism didn’t work and capitalism did.

Moscow doesn’t look like a city returning to its tsarist roots. Rather, this must be what Rome was like a decade after it fell to the vandals and barbarians.People move through its heroic avenues and its underground people’s temples, and they don’t belong any more.

This is a city from another era, a place of giants. If you want to know to what eye-bulging, hideous whimsy contemporary Moscow can aspire to, let me tell you: I only saw one black man while we were there, now Tanzania and Ethiopia no longer send their brightest to be indoctrinated in collectivism. This one black man was in our hotel, where diplomats and pop stars and Gwyneth stay. He’d been imported as a Yankee shoeshine. Nothing is without irony.

Was Jeremy Clarkson stunned by Moscow?