A Russian city must have both horses and saltpeter in its Strategic Resource box to build Cossacks.
Skilled horsemen dwelling in the northern steppes of the Black and Caspian Sea regions, the Cossack hosts had a tradition of fierce independence and, after decades of conflict, finally received privileges from the Russian government in return for military services. In the 16th century there were six major Cossack hosts: the Don, the Greben (in Caucasia), the Yaik (along the Ural River), the Volga, the Dnieper and the Zaporozhian (west of the Dnieper). Under the Russian umbrella, the Cossacks expanded eastward from their settlements in the Don and were early colonizers of Siberia. From the 18th through the 20th centuries, the Czars used Cossacks extensively to suppress revolutionary activities and conduct foreign wars. During the Russian Civil War (1918-20), the Cossacks in southern Russia formed the core of the White armies there and suffered extensively. Under Soviet rule, the Cossack communities ceased to function as distinctive entities.
The Cossack loses 1 point of defense, but gains Blitz giving it the ability to attack multiple times per turn (as much any times as it has movement points left). This change makes the Cossack more offensively minded than before.