You Do Need power plug adapter while traveling from Russia to Vatican City.

Here is Why You Need An Adapter

The outlet and plug type used in Vatican City are C, F and L and in Russia are C and F. This is how they look like.

Russia

In Russia, outlets of type C and F are in use.

Type C

Type F

Vatican City

In Vatican City, outlets of type C, F and L are in use.

Type C

Type F

Type L