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Despite a lot of speculations about the role of social media in recent political protests throughout the world, there is still no persuasive empirical evidence to support these claims. We fill this gap by providing evidence that social media indeed played an important role in promoting political protests in Russia in 2011-2012. Using data on the dominant Russian online social network, VKontakte, we show that higher penetration of the social network across cities increased the likelihood of protest occurrence and the number of participants in these protests. Additional evidence suggests that reducing the costs of coordination is a mechanism behind social media influence.