Sambo is a Russian Style of grappling that was created in the early 1900's as an off-shoot of Judo, infused with other wrestern styles of grappling/wrestling. It came into the forefront of the Russian military's hand-to-hand training in the 1920's. It is now practiced in the former Soviet states in 3 forms: Sport, Defense and Combat.
Sambo is a grappling style that empasizes technical throws much like Judo, but looks to finish the fights/matches through the use of submission holds. Sambo is known for its leglocks, you can click here
to see what I'm talking about.
Coincidentally, Sambo has seen a lot of renewed interest mainly due to Fedor Emelianenko, the current Pride HW champ. You can check out Wkipedia on some of the more specific detail here