The rainbow crosswalk is the second to appear near a Russian embassy in the last few weeks.
The U.N. human rights office condemned the passage of Russia's antigay legislation and is urging the country to repeal the law.
The antigay organization hopes to overturn New Jersey legislation that outlaws reparative therapy for minors in the state.
'It's not up to the courts to invent new minorities that get special protections,' Scalia said before a crowd of more than 300 people Monday.
U.S. President Barack Obama and British Prime Minister David Cameron have both said their countries can do more for LGBT equality by participating in the Winter Olympics.