Most Russian last names have a last name suffix (ov/ev/in/enko etc)added to a household, having meanings like "Son of...", or "a man with.."
Ovechkin - "little sheep".
Malkin - "bevel".
Datsyuk is either Belarussian for "an advice man" or a Ukranian name descending from Daniel.
Kovalchuk - "smith" (Ukranian), a Russian last name for that is Kuznetsov. Or Kovalev.
Gonchar - "potter". This is literal.
Voynov - "warrior".
Kulemin - "clumsy man", or "trap", or maybe even descending to Finnish "kuolema".
Tyutin - "chiken"
Loktionov - either from "Elbow" or name Galaktion.
Burmistrov - descends to German "Burmeister", town mayor.
Kulik - "sandpiper".
Volchenkov - "little wolf", same for Volchkov.
Orlov - "Eagle".
A lot of Russian NHLers' names come from first names with simply added last name suffixes.
Semin - son of Syoma.
Markov - son of Mark (obviously) etc:
Tarasenko - Taras.
Anisimov - Anisim.
Emelin - Yemelya.
Nikitin - Nikita.
Grigorenko - Grigoriy.
Yakupov - Yakup.
Nichushkin - maybe "not tricky".
Zadorov - "ardor".
Zykov - "loud voice".
Buchnevich - no idea, Polish last name I guess.
Slepyshev - "blind".
Yakimov, Rafikov, Galimov - just cut "ov".
Nielsen = Son of Niels
Larsen = Son of Lars
Hansen = Son of Hans
Lauridsen = Son of Laurids
Jensen = Son of Jens
Regin = No literal meaning that I'm aware of, comes from the name of a dwarf from Norse mythology
Bødker = Cooper
Eller = Or