Substitute Alexander Kerzhakov scored a late winner as Russia overcame Slovakia 1-0 in St Petersburg.
UEFA have approved the launch of a Nations League from 2018, with the new tournament to be played every second year.
Gibraltar marked their European debut with a creditable 0-0 draw against Slovakia.
Gibraltar will make its senior international debut in November with a friendly against Slovakia.
Milivoje Novakovic hit a hat-trick as Slovenia ended the World Cup hopes of Norway with a 3-0 victory in Maribor.
Bosnia completed a comeback to win 2-1 against Slovakia to keep their hopes of reaching a first major tournament alive.