EIA has these percentages for 2020, with Russia shown at 7% of total US petroleum imports:
It's interesting that the US imported 7% of total oil from Russia, but that Russia didn't figure similarly for crude oil. I do recall that the UK imports significant amounts of (already refined) diesel--one third of those imports are from Russia, but not much crude oil from Russia. I wonder if the situation is similar in the US, but the EIA didn't alas have those details, on that page.
Reuters has this "factbox" summary for Russian petroleum imports in the US:
Nearly 75% of Russian products imported last year, which include unfinished oils, such as naphtha, some types of fuel oil, and feedstock for refiners of heavy crude. Those products are used for further processing and are then used in refined goods exported largely to Mexico and South America.
So far this year, U.S. weekly imports of Russian crude averaged some 57,000 bpd, a decline from the volumes in 2021, the EIA data showed.
Russian fuel oil goes mostly to refiners in the U.S. Gulf coast, while crude is mainly taken by East Coast refiners, including PBF Energy (PBF.N) and Delta Airlines' (DAL.N) Monroe Energy refinery.
Russia also exports vacuum gas oil (VGO), a popular feedstock for U.S. refiners. Puerto Rico also regularly imports Russian gasoline through some trading companies, according to Refinitiv Eikon customs data.
(Wikipedia doesn't even have a page for VGO. It unhelpfully redirects that to "diesel fuel", where VGO is not even mentioned/explained.)
According to an explainer found elsewhere VGO is the kind of oil one gets mainly from fracking, which probably explains why the US is importing this, as it has the kind of refineries needed for it. According to that page, Russia (and China) however have recently built some VGO refineries as well.
An article in Bloomberg last year explains that due to sanctions on Venezuela, US refiners had switched to Russian heavy oils:
Deprived of access to Venezuelan crude by U.S. sanctions on the regime of Nicolás Maduro, and facing reduced shipments from OPEC nations since the cartel cut output, U.S. refiners turned to Russian oil in 2020 to fill the gap. The buying spree, combined with sharply lower Saudi shipments, catapulted Russia into the position of third-largest oil supplier to the U.S. last year. The feat for the Kremlin has been the talk of the oil market, but surprisingly it hasn’t been discussed much in diplomatic circles. [...]
The path for Russia to become a key oil supplier to the U.S. was paved with market savvy, luck, and the Kremlin’s proven ability to turn Washington’s policies to its favor. After years of accounting for less than 0.5% of annual U.S. imports of oil and refined products, Russia steadily increased its share over the last decade, reaching an all-time high of 7% last year, according to Bloomberg News calculations. [...]
The country’s gains came in large part at the expense of Venezuela. Exxon’s refinery in Baytown is one of several in the U.S. outfitted with special cokers designed to break down dense, sulfurous crude oils like those Venezuela produces. When the Trump administration targeted Petróleos de Venezuela S.A. with sanctions in 2019, the refineries’ supply chains were disrupted. “U.S. refineries in the Gulf of Mexico are some of the most sophisticated plants in the world,” says Adi Imsirovic, a fellow at the Oxford Institute for Energy Studies and former global head of oil trading at Russian giant Gazprom. “Having lost Venezuelan crude and facing less and more expensive feedstock from the traditional OPEC suppliers, they have become a major customer for Russian fuel oil as a substitute.”
What U.S. refiners have been buying from Russia isn’t mostly crude, but a semirefined fuel oil known as Mazut 100 that has a gooey consistency. A relic of the Soviet system, at home it’s largely burned to generate heat. But in the U.S., it fed the cokers to produce gasoline.
As for coal, a similar EIA page gives the US imports from Russia at 5% of US imports:
As for natural gas, Russia is not mentioned in the similar EIA page for that product, so the US imports from Russia are probably insignificant (or even non-existent) in that category: "98% of U.S. total annual natural gas imports were from Canada and nearly all by pipelines. About 2% of total U.S. natural gas imports came as LNG, of which 80% were from Trinidad and Tobago."