Sochi is a city in Russia, located on the Black Sea coast, being one of very few places in Russia with a subtropical climate.
After being blamed by the death of Russian arms dealer Mikhail Fjodorov during a mission to interrogate him about missing bootleg Starktech from Hammer Industries, S.H.I.E.L.D. agent Natasha Romanoff traveled to Sochi after being attacked and contacted by the real assassin, a woman that only called herself Sofia.
Sofia revealed that she took that alias because that was the city where she first saw the Black Widow. She also revealed that, while she wanted to become the new Black Widow, the reason for killing Fjodorov was simply that her employer wanted him dead.
Sofia agreed to reveal the location of the technology to compete with Romanoff for the mantle of the "Black Widow", but only under the condition that she works alone and without S.H.I.E.L.D.'s support.
When she arrived in Sochi, Romanoff established an alibi cover, posing as a TV producer before being discovered by henchmen sent by General Starodoub. Fjodorov's partner.
Sofia met Romanoff face to face after killing S.H.I.E.L.D. agents Perez and Gerber, who were following her under agent Phil Coulson's orders. After a brief introduction, Sofia plunged Natasha into sinking in the freezing waters under an ice hockey rink, feeling betrayed for the interference of the agents. She revealed the location of the technology to Natasha while she was about to die from hypothermia.
Coulson was able to save Romanoff, locating her by having both Perez and Gerber follow Starodoub's goons, and inadvertently sending them to their deaths as Sofia assumed they were following her per Romanoff's request.
Subsequently, Romanoff went undercover as international model Marya Konn in a party hosted by Yuri Klementiev, another of Fjodorov's partners. She came across Klementiev, who tried to seduce her thinking she was like the other models he was used to having on his boat, but she quickly dismissed him.
After that, Natasha approached fellow agent Gennady Markov, who had been posing as one of Klementiev's bodyguards for weeks, and obtained information to try to locate the technology.
Romanoff located the technology and was able to retrieve it from a guarded cabin inside the yacht where the party was being hosted. However, she was forced to hand over the technology to Sofia who had taken Gennady Markov hostage, killing him to allow her to escape. Realizing how dangerous Sofia's games were for other people, Romanoff vowed to kill Sofia herself.