Juozas wrote

> I wonder if "g" (glad) must

turn into "zh" before "s" in Russian.

> An adjective "peterburzhskyi" can

be made of the noun

> "Peterburg"; something
> similar may be

observed in the pair of "drug" (friend) and "druzheskyi"

> (friendly). But

the cover of my old Russian LP of Bach's "Brandenburg

> Concertos" says

"Branderburgskye koncerty", no "zh" !

Common Slavic turned all the velar sounds (*k,*g,*x) into variuos kinds of sibilants and affricates (*č, *c, *ž, *ʒ, *š, *s) before (and sometimes after) front vowels (*e,*i, *ь etc) and their allophones. For example:
(Common Slavic) *drugъ 'friend' < (Proto Slavic) *dråugås, *družьskъ 'friendly'< *dråugiSkås (Russian друг, дружеский, cf. also Lithuanian draugas, draugiškas).

Of course  "петербуржский" and "бранденбургский" are both rather late words, but in the case of "петербуржский", a more archaic model was used (as if from **peterburžьskъ), in case of "бранденбургский", Russians were to shy to apply this 'domestic' model and change the stem of a foreign city's name.

Sergei