Studio Lesta is situated in Saint-Petersburg. They signed for 16 special effects in the film, among which the one shown here. Margarita comes to the surface from the water, shakes her head and in a second her hair appears to be dry. The scene with Anna Kovalchuk was shooted twice in the swimming pool of the Lesgafta institute, once with water, and once without, and she had to try to make the same movements again as accurately as possible. Both takes would then be joined at Studio Lesta.
Unfortunately no-one of studio Lesta was present at the shootings, which appeared to have consequences when the takes arrives at the studio: the dry Anna Kovalchuk lifts her left arm, but when she's wet she lifts her right arm. If you watch closely to the movie clip you can observe it. There was no other solution than to use the hands from the "dry shootings" and cut the ones of the "wet shootings". But the result was more than acceptable.
Studio Lesta made also the platform on which Pilate was sitting with his dog, the clouds above the Variety Theatre, Azazello coming in the room through the mirror, and much more.