According to John P. Sheehan. over on Gunboards,

"An unspecified number of U.S. .30-40 Krag-Jorgenson rifles made their way to Russia during WWI. Examples of these rifles exist in Russian museum collections. Since the Krag-Jorgenson was by that time considered a reserve weapon in the U.S., a large number were owned and stored by various state's militias.
Who sold the .30-40 Krags to the Russian delegation, as well as the numbers delivered, remains a mystery in the U.S."

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Anyone care to comment on this? Is it common knowledge?

I find the whole idea of Krags (other than individual specimens via Russian military attaches, etc) going to Russia very difficult to believe.  1895 Winchesters, yes, certainly, but they were chambered for the 1891 M-N cartridge.  Adding Krag ammo to an already overworked Russian supply system would only add to the confusion. 

The US troops sent to Russia 1918-1920 were armed with Moisin-Nagants.  Someone was thinking about the supply problem.

How many Krags were there?  About 475,000?  How many went to the Navy & USMC to replace the Lee?  How many to the Coast Guard?  How many went to the Regulars, to the National Guard & to State Militias.  How many were destroyed or lost in Cuba, the Philippines, China, Guam, Alaska, & all the places we went in Central America & the Caribbean?  How many were used as secondary arms or training arms for US forces in WW1?  How many were sold via the DCM?  How many were converted at Benecia?  How many destroyed?  How many sold to Bannerman, etc?  And when?  I have a feeling that most of the Krags can be accounted for.

After 1915-1916, the leadership of the US Army realized that US participation in the European War was inevitable.  They knew that the 1903s had to go to Europe and that there were not enough to go around.

The report of the war department to congress in 1919 states that 160,000 Krags remained on hand for use as training rifles. A small handful (how many is not known) were sold to Mexico in the early 1900s.