I thought the first season of Russian Doll was a small joy: inessential, artsy television with a clear sense of direction, self, and purpose.
The second season had very few of those things — though it still had the joy! And it's hard to accurately assess a work that is so clearly a product of executives saying "okay, you want another season? here you go!" and working backwards from there into a coherent narrative. Neither Nadia nor Alan are particularly compelling characters (Alan in particular is given nothing to work with this season: it's not obvious to me why he's even given the level of screen time he is, despite wanting to give the actor some screen time); the show leans into the lack of direction to varying degrees of effect, leaving you with a sense of having enjoyed greatly certain performances and scenes without having any sense of investment or propulsion in the story (or lack thereof.)
Despite those misgivings, this show had a lot of interesting and compelling moments. The last few scenes in particular — a long, languid series of shots focused on Lyonne with Shine On You Crazy Diamond playing in the background — were amongst the best television I've seen this year, and felt for the first time like Lyonne was doing more than playing a compelling caricature of herself.