A milk riddle has been cited in print since at least 2004:
 
Q: Where do Russians get their milk?
A: From Mos-cows.
 
A different wording to the riddle was posted on Reddit—Jokes on September 1, 2017:
 
Q: Where does Russian milk come from?
A: Moscows.
     
 
Wikipedia: Moscow
Moscow (/ˈmɒskoʊ, -kaʊ/; Russian: Москва́, tr. Moskva, IPA: [mɐˈskva] (About this sound listen)) is the capital and most populous city of Russia, with 12.5 million residents within the city limits and 17.1 million within the urban area. Moscow is one of Russia’s three federal cities.
       
Glock Talk
Cow joke
pesticidal         
Apr 24, 2004
(...)
Where do Russians get their milk?
From Mos-cows
 
kata kama
Saturday, November 8, 2008
Holy Cow!
(...)
9. Where do Russians get their milk?
From Mos-cows
 
Twitter 
Torah Town
@TheGaryArbaugh
Where do Russians get their milk?
From Mos-cows
9:00 PM - 18 Jul 2009
   
Twitter
jayde
@mermaidjayde
Where do Russians get their milk?
From Mos-cows
#moo
2:06 PM - 2 Aug 2009
 
Reddit—Jokes
Where animal does Russian milk come from?
submitted March 3, 2014 by DudeX247
moscows
   
Reddit—3amjokes
Where do Russians get their milk? self.3amjokes
Submitted February 12, 2015 by code_junkey
Mos-Cows :D
     
Reddit—Dad Jokes
Where do russians get their milk? (self.dadjokes)
submitted July 3, 2015 by Lamouratkins
From Mos-cows!
 
Google Books
Her Russian Returns (#15)
By Red Phoenix
Published by author
2017
Pg. ?:
Lea turned to Thane and asked, “Where do Russians get their milk?”
 
Looking at Rytsar, she smiled brightly and answered, “From a Mos-cow.”
 
Lea burst out in peals of laughter.
 
Reddit—Jokes
Where’s Russian milk coming from?
submitted August 20, 2017 by neverbeentaken
Moscows
   
Reddit—Jokes
where does Russian milk come from?
submitted September 1, 2017 by loda970
Mowcow
 
Facebook
Harvey’s Cows
September 6, 2017 ·
Where does Russian milk come from?
Moscow!
 
1 April 2018, Orlando (FL) Sentinel, “Riddles,” pg. 15, col. 3:
Q. WHERE DOES RUSSIAN MILK COME FROM?
A. MOSCOWS.
Brian Schiff, Oceana, WV
 
Reddit—Dad Jokes
Where does Russian milk come from? (self.dadjokes)
submitted June 23, 2018 by ExclusiveBlend
Moscows
COMMENTS
ObsceneNews
Well, they are cowmmunist.