In Stalin’s day, prominent enemies of the state were at least granted a show trial. In Putin’s they are gunned down in the street. The murder last Friday night of Boris Nemtsov may never be solved but it confirms with sickening finality that propaganda has taken hold in Russia in the 21st century much as it did in the 20th. It dictates that critics of the regime are traitors, that traitors deserve to die and that no one is exempt. Garry Kasparov, the chess master and surviving dissident, summarised the meaning of the murder with typical concision: “The message is this: we have no allergy to blood and anyone can be killed”.

Mr Nemtsov seized the opportunities of perestroika to build a career in politics that he hoped would lead to power. Instead, it condemned him in the end to heroic internal exile as a persecuted dissident. Yesterday tens of thousands of Muscovites gathered near the pavement where he fell to honour him, but the truth is that many more barely knew his name.

“Who is Nemtsov anyway?” young people asked reporters covering the rally. Their ignorance is testament to the power and self-censorship of state-controlled media in the age of Putin, but their question deserves an answer. He was a physics PhD who was too charismatic to be content with academia. As a protégé of Boris Yeltsin he was made governor of the Nizhni-Novgorod region and, later, deputy prime minister of Russia. As a thorn in Mr Putin’s side he protested not only against the war in Ukraine but also, and perhaps crucially, against corruption.

Mr Nemtsov’s fearless condemnation of Mr Putin’s Ukrainian strategy has inevitably dominated discussion of his death. Hours before being shot four times at close range in the back he had called the war “mad, aggressive and deadly” in a radio interview, and he was preparing a dossier that he promised would lay bare Mr Putin’s personal involvement in the conflict. Yet it is hard to overstate the anger he caused in the Kremlin 18 months earlier with a detailed and fearless analysis of how the Sochi winter Olympics became the most expensive games in history.

The cronyism behind the Sochi games was an open secret by the time they opened a year ago, but it was Mr Nemtsov who put names and numbers to the rumours. He commissioned a report that estimated that $26 billion of the $50 billion budget went on embezzlement and kickbacks, and he named two childhood friends of Mr Putin’s, Boris and Arkady Rotenberg, as controllers of companies that received contracts worth nearly $7 billion. Mr Nemtsov was safe as long as Mr Putin was harvesting what goodwill he could from the Sochi games, but in the long run, in the violent kleptocracy that Russia has become, there is nothing more dangerous than following the money.

Yesterday John Kerry, the US Secretary of State, demanded a “thorough, transparent, real investigation”. He shouldn’t hold his breath. There has been nothing remotely transparent about the official investigations into the deaths of such brave Kremlin critics as the journalist Anna Politkovskaya, the lawyer Sergei Magnitsky and the opposition Duma member Yuri Shchekochikhin.

Mr Putin has suggested that the Nemtsov murder was a “provocation”. This is the insulting reflex of a man who seems incapable of remorse and who has turned Russia into a gangster state. It will not change until he goes.