In the video taken by bystanders, the unidentified members can be seen starting their performance, and then Cossacks approach and spray the women with pepper spray, hitting them with whips.
The two most well known members of the punk band, Nadezhda Tolokonnikova and Maria Alyokhina, ran into trouble Thursday when they were detained by Sochi police under suspicion for stealing from a hotel. Pussy Riot has targeted the 2014 Sochi winter Olympics to gain international media attention for their progressive anti-Putin protests.
Notable deaths of 2014 [PHOTOS]
Soviets call Reagan joke 'dangerous' [ARCHIVE]