In 1914-1915, the second Russian Eastern Turkestan Survey Expedition led by Indologist S. F. Oldenburg reached to Dunhuang. A large number photographs were taken from the interior and exterior of the Mogao Caves. Today, the appearance and the mural paintings and multicolor sculptures of the caves have changed, and someone have disappeared or been destroyed. Therefore, the photographs taken by Oldenburg Expedition have important academic value for research in the following disciples: Dunhuang archaeology, conservation, ancient architecture, and art. The materials are especially important for helping us identify some sculptures and murals that are missing or in poor condition.