It didn't. Stalingrad changed its name to Volgograd after Stalin's death. Stalin's successor, Nikita Khrushchev, (rightfully) criticised the way Stalin had treated his people.
St Petersburg was originally founded in the 18th Century by Tsar Peter the Great, who wanted to create a modern European-style capital for the Russian Empire. When World War I began, its name was considered too German and it was changed to Petrograd. After the death of Vladimir Lenin, it became Leningrad for the rest of the Communist Regime. In 1991, shortly after the collapse of the Soviet Union, a referendum vote led to the restoration of the name St Petersburg.
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Stalingrad became Volgograd, not St. Petersburg. As to St Petersburg, it used to be Leningrad and before that it had been Petrograd and before that it was St. Petersburg.
Peter the Great moved the capital of Russia from Moscow to the newly built city of St. Petersburg in 1712.
St Petersburg
St Petersburg in Russia
The capital was St Petersburg, which was renamed Petrograd in World War 1.
Leningrad was the name given to the city of Petrograd after Lenin's death. The name of St. Petersburg had already been changed in 1914 to Petrograd.
Saint Petersburg in Russia was known as Petrograd from 1914 to 1924, and then as Leningrad during most of the Communist period from 1924 to 1991.