What to do when placenames change
In English, the custom in formal writing is to use the name for a place that was current in the period that you are speaking of. (Obviously, in informal situations people often simply say the form they are used to, even when it is no longer current!)
e.g. The Romans having a temple at Aquae Sulis and an administrative centre at Londinium. (not Bath and London).
My grandfather visited Bombay, and next year I am going to Mumbai myself.
There is no political implication in this. Using terminology that dates from the British Raj in India does not imply disapproval of India's independence; these are simply the official names for these places during British colonial rule. It only becomes a political statement if I were to insist on referring to the modern city as "Bombay", and so on.
Thus, in English, I would say:
Twenty-five years ago my father visited Leningrad, and next year I am going to St. Petersburg myself.
But what is the convention in Russian?
When talking about a place in the past, do you use the name that it had in the period that you are talking about, or do you use the current name for that place?