Yekaterinburg’s House of Metenkov said the closure was a “technical” matter.
Russians would have had a chance to see 150 images from war episodes less familiar to them, such as the Battle of Britain and 1944 Normandy landings.
Stark photos from Nazi concentration camps were to be shown too.
The exhibition had been titled “Triumph and Tragedy: allies in the Second World War”.
Classic war photos
The US and British consulates sourced 150 photographs from the Imperial War Museum in London and the US National Archives and Library of Congress for the event, including work by Robert Capa, Alfred Eisenstaedt and Cecil Beaton.
A staff member at the state-run gallery told the BBC that the decision to cancel the exhibition was “political”, and said they did not believe it would ever open. They said they had been “ordered” not to comment further.
Gallery manager Raisa Zorina had previously dismissed the official explanation of “technical problems”, telling local media “this is very serious” and advising them to “read between the lines”.
A specific political motive is difficult to discern, though staff suggested it was related to the gallery’s collaboration with foreign consulates in today’s increasingly hostile political climate.
In 2012 Russia began obliging non-governmental organisations which receive overseas funding to register as “foreign agents”, amid suspicions that Western governments were plotting regime change in Russia.
However, the US consulate confirms that it has worked with the gallery before and the British consulate is equally mystified. The photographs had already been hung and 150 guests had been invited to the opening.
Russia is currently preparing to mark the 70th anniversary of victory in WW2, known here as the Great Patriotic War.
State media and politicians are promoting the date heavily, honouring the immense Soviet role in defeating Nazi Germany. The contribution of US and other Allied troops is often sidelined.
A US consulate spokeswoman said the exhibition commemorated “our shared history”, with images of Soviet troops as well as American and British military. In one, General Zhukov is awarding an American soldier the Russian Order of Victory.
The director of Yekaterinburg’s history museum, who is responsible for the House of Metenkov, insists it has closed for safety reasons.
The fact that repair work clashes with an exhibition opening is “pure coincidence”, said Irina Yevdakimova.
“The building is from 1880 – it’s very old,” she told the BBC. “We are a state museum and we can’t pick and choose when work is done.”
She insisted that the exhibition could open once the unspecified problem had been “liquidated”.