At least, apparently, at telling shades of blue apart (thanks to Paul Hsieh (GeekPress) for the pointer) -- and the theory is that it's because conventional Russian "divide[s] what the English language regard as 'blue' into two separate colours, called 'goluboy' (light blue) and 'siniy' (dark blue)."
Obviously, English has many words for many shades of blue, too, but there is indeed a difference between how casual English speech and casual Russian speech treat the colors. In English, "blue" would be commonly used for light blue or dark blue, in a way that isn't so for pink and red. In Russian, one would normally distinguish "goluboy" (light blue) from "siniy" (dark blue) just as one would distinguish "rozoviy" (pink) from "krasniy" (red). In any case,
Researchers led by Jonathan Winawer of Massachusetts Institute of Technology in Cambridge presented Russian and English speakers with sets of three blue squares, two of which were identical shades with a third 'odd one out'. They asked the volunteers to pick out the identical squares.
Russian speakers performed the task more quickly when the two shades straddled their boundary between goluboy and siniy than when all shades fell into one camp. English speakers showed no such distinction.
But wait! There's one item the Nature article didn't note: In Russian, "goluboy" is also a slang term for a male homosexual. Coincidence? Or conspiracy?