The Incredible Exploits of the Spies of the Great Game. Snow leopards and Cossacks can both be dangerous. But to young British officers in India in the nineteenth century there was only one thing more exciting than shooting wild game in the mountains and steppes of Central Asia, and that was spying out those uncharted lands and impeding the advance of Tsarist Russia towards the frontiers of the British Raj. When the two activities were combined - in what was euphemistically called 'shooting leave' - adventures followed thick and fast.