At first, it is not exactly clear what we are supposed to feel so privileged about. We have been bundled into a car and driven for half an hour through grim, Soviet-era suburbs, to reach a mysterious fortified warehouse in the Staraya Derevnya district on the outskirts of St Petersburg.

The scene feels straight out of a James Bond movie. “If we go in there, we might never come out,” my wife, Hennie, half jokes. Cameras are banned and even my notebook raises eyebrows as a guard with a scary face punches electronic codes into bleeping keypads causing steel doors to rise.

However, what lies beyond will leave us spellbound.

The Hermitage storerooms, which opened in 2003, brim with treasures amassed by the tsars that few get to see. The glittering gold coronation coach of Catherine the Great is the centrepiece of a fleet of imperial carriages and sedan chairs parked in a cinema-sized hall. In the vault housing diplomatic gifts, we enter a woven cashmere tent filled with bejewelled urns and oriental rugs, presented by the Ottoman Sultan Selim III, then gaze at a phantasmagorical giant garuda bird from Indonesia. Half a million paintings are arranged on hundreds of electrically operated carousel racks and labelled only with reference numbers. There are chambers filled with enough Roman and Hellenic statues to take on the Qin dynasty Terracotta Army, plus vast repositories of French and English furniture, and collections of coins and medals running into millions.

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“Why is none of this on general public exhibition?” I asked as we emerged, dazed, after our allotted hour and a half feeling that we had glimpsed not so much art collecting in epic proportions, as a testament to greed and rapaciousness. “The tsars collected so much stuff that there is not enough space even in the Winter Palace for it all,” our guide, Luda Kolesova, explained, adding: “You can see why Russia had a revolution.”

“St Petersburg is a city of secrets and hidden treasures... finding them can be like getting through locked doors without a key,” says Ala Osmond, of the Russia-specialist tour operator Exeter International. Having lived and worked in St Petersburg, she should know.

Exeter promises to deliver on our tour “extraordinary experiences” that are unavailable to the general public. We hoped to see the great cultural sights, but also to feel the mood of the city where Dostoevsky boozed and Pushkin duelled.

Our “privileged access” treatment began at Pulkovo 2 airport, where svelte, erudite Kolesova whisked us past customs and immigration, leaving queues and truculent-looking officials in her wake. Even the traffic seemed to dissipate before us on our way to the historic Astoria Hotel facing St Isaac's cathedral, where Lenin, the Duchess of York and George W.Bush have all holed up.

Osmond's promises soon proved to be no mere hyperbole. As if the Hermitage Storerooms were not enough, she had also organised for us a private and exclusive tour of the Gold Treasure Rooms while visiting the Hermitage Museum in the Winter Palace. First, we gawped with thousands of others, at the extravaganza of gilt, columns of jasper and lapis lazuli and the thousands of sparkling chandeliers. We tried to cope with the sensory overload of 23 Rembrandts in one room, followed by 42 Rubens in the next; of Monets, Renoirs, Gauguins, Matisses, van Goghs and Picassos. We ogled Egyptian mummies, Greek sculptures and Catherine II's exquisitely over-the-top Peacock Clock.

But the undoubted highlight was the steel-fortified vault Gold Treasure Rooms. In hushed reverence we were ushered through a glass-shelved room of solid gold statues, jewellery and artefacts amassed by the Romanovs across the centuries and considered too precious or delicate for general display. Next door are still more imperial treasures: dizzying displays of precious stones and miniature clocks. Nor were the 2,000 jewel-encrusted snuff boxes to be sniffed at. We were duly awed.

Other exclusive experiences included a private session at a traditional Russian banya, which included steam rooms, ice baths, massage and birch-twig flagellation, and an intriguing, swirl around Yusupov Palace following the twists and trickery of Rasputin's gruesome death. Only at the Amber Workshops at the Summer Palace in nearby Pushkin was there a hiccup — the “man with the key” who was to give us a private tour was either ill or on holiday, depending on which of his shrugging colleagues you chose to believe.

The way all this privileged access works is, of course, through a combination of money and knowing the right people — modern Russia in a nutshell. Exeter International makes things happen by having its own offices in Moscow and St Petersburg. However, even more impressive was the way the London-based Ala Osmond was able to call in favours from personal friends such as Katia Sirikanian, who works at the Maryinsky (formerly Kirov) Theatre. On the evening when we had tickets for the ballet she met us at the VIP entrance for a quick, informal backstage tour and a drink in the performers' bar before the show.

“I'll only ask her to do this for people who are genuinely interested,” Osmond admits. Likewise the Sunday morning Orthodox Mass in the historic Maltese Chapel of Vorontsov Palace, which is now a college for military cadets and has no public access. Father Alexandre Tkachenko, the tall, urbane chaplain, who also runs a children's hospice supported by Exeter, showed us around after a moving, sublimely sung service.

This was probably the greatest privilege of all, Hennie and I agreed, as later we wandered the canals and bridges of “the Paris of the North” like everyday tourists, looking for somewhere affordable to try caviar.

Need to know

Martin Symington travelled with Exeter International (020-8956 2756, www.exeterinternational.co.uk). Four nights' B&B at the five-star Astoria Hotel costs from £825pp based on two sharing, including British Airways flights from Heathrow, transfers and all visa costs and formalities. Privileged access experiences vary from £35pp for the Hermitage Storerooms to £525 for three hours' private use of a banya. Exeter donates to the Children's Hospice in return for access to Vorontsov Palace.
Reading: Insight City Guide: St Petersburg (£12.99).
Further Information: www.visitrussia.org.uk

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