Downloaded Russian, English, German installers, but the language is everywhere ENGLISH !!!
How can I play in Russian?

I have the same problem in Polish Version. However when I turn on game online - polish version is working. Offline In GOG application, on card game in section of language is a message: "your version is no longer unavailable". Even GOG CLIENT no fixes with this error. BTW sorry for my english.

I have searched a bit to determine a possibility to play the game in a different language than english (In my case it would be german.) and I think I have found the "problem".
In the base folder of the game there is file called "goggame-2037689757.info". A file of the scheme "goggame-{gameId}.info" exists in every base folder of every game and I think this is used by GOG Galaxy. They store information about the game in it, so also the language. I have had a case in the past where the nature of the problem has been pretty much the same. In this case it was enough to change the language id in the *.info-file and you have been able to play the game in your desired language. Of course it has had support this language. So the game has read the information directly from this file.
Saints Row IV doesn't do that. Whenever you start the game, it tries to start an instant of the service "GalaxyCommunication.exe". Then it asks the service for the current adjiusted language and uses this language for the game. I guess they have adopted this behaviour from steam because there also isn't a possibility to change the language in the game itself. If you select your language in GOG Galaxy and start the game (Galaxy doesn't have to run), it uses the right language. If you select your language in GOG Galaxy and disable the service "GalaxyCommunication.exe", it falls back to english.
So I think the only possibility to change the language at this moment is to use GOG Galaxy. But I think this solution isn't
acceptable in any way because GOG Galaxy is always called optional but in this case it is everything but not optional.

When i played in online polish version working, but if i log out and restarted GoG Galaxyand palyed in offline mode polish version not working. I try play for first save in online, and next enable the game with saved game offline, maybe game nothing change automatic.

Edit. Unfortunately saved game in offline mode still is in english version.

Ich habe ebenfalls das Problem mit der Sprachauswahl (Deutsch). Ich benutze einzig GoG und lade die installations Dateien selber herunter ohne Galaxy-Account. Ich lade auch nur die German (Deutschen) Installations-Dateien von GOG herunter und installiere diese, aber es funktioniert nicht!?! Bitte dringend um Lösung des Problems, damit SR4 mit Deutschen Untertitel/Text läuft/funktioniert.

Die Standalone-Erweiterung funktioniert einwandfrei mit Deutschen Texten im Menü und Spiel.

I have no Galaxy Account, i use only normal GoG DRM-Free. I can´t play the SR4 Game with German text, but i dowloaded the german install files and install this!?! Please GOG or Deep Silver make a German Language Patch, i payd for this...

Soweit ich die ganze Sache im Moment überblicke, gibt es keine Möglichkeit die Sprache ohne GOG Galaxy zu ändern. Hierfür müssen Änderungen am Spiel vorgenommen werden.
Die Standalone-Erweiterung "Gat out of Hell" liest die Spracheinstellungen direkt aus der Datei "goggame-1978178686.info", sodass man die Sprache über Änderungen an dieser Datei einstellen kann.
Saints Row IV hingegen scheint die Änderungen nur über GOG Galaxy anzunehmen.

Das habe ich mir schon leider gedacht. Mal schauen wie schnell GOG oder Deep Silver reagieren und die GOG-Installer überarbeitet oder gleich ein Sprach/Patch anbietet??? MfG

This problem fixed in new patch. In directory folder is little application - language_setup. Use it. Similar solution is in game Saints Row The Third.