Generally, Jews were not permitted to live in the Russian Empire outside the Pale of Settlement unless they were classified as retired military, merchants, or residents of an agricultural colony.  That was the law, but there is always a gap between the letter of the law and what happens on the ground.  I have read that there was little enforcement of this law before 1880, and enforcement was stepped up between then and the revolution. No idea how effective enforcement might have been. The fact is that the larger the city, the greater the range of economic opportunities it offered, so there was economic incentive to ignore the law and, if caught, to try to persuade the official that you were an exception.
--