Police leaflets seen by an Associated Press reporter at a central Sochi hotel today contain warnings about three potential suicide bombers.
A police letter said that one of them, Ruzanna Ibragimova, a 22-year-old widow of an Islamic militant, was at large in Sochi.
Russian authorities have blamed the so-called "black widows" of slain insurgents for previous suicide attacks in the country.
Security officials in Sochi were not available for comment today. The Black Sea resort town will host the games in February amid concerns about security and potential terrorist attacks.
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Police material distributed to the hotel staff also included pictures of two other women in veils: 26-year-old Zaira Aliyeva and 34-year-old Dzhannet Tsakhayeva.
It said they had been trained "to perpetrate acts of terrorism."
It warned that the two women "are probably among us," but, unlike Ibragimova's case, did not say if they are in Sochi.