Kaliningrad: former name is Königsberg. I always wondered about why and how Russia kept Kaliningrad (located between Poland and Lithuania on the seaside). I see the strategic point of the city, it can hold some flotilla, and also I see its population mainly now is Russian. But how it comes that the territory was never questioned, since Russia (more precisely USSR) gained this territory by the second world war. Does anybody have a clue why it never joined to the neighbouring countries or to Germany? Just because Russian population?
As stated in the question, Prussian Konigsberg was in fact depopulated by the Russians after WWII, and annexed. This was part of the terms of surrender, as the region around Gdansk in particular, had long been sore point. (The Gdansk corridor, in particular, was given to Poland after WWI as part of the terms of surrender too.)
Desiring an additional warm water port on the Baltic, Russia chose to place a naval base there. As the remaining Baltics had by then been incorporated into the USSR there was never any questioned opposition by, say, Lithuania. Poland had already been greatly enhanced by the addition of Pomerania and Silesia. As such, territoriality, there were no other claimants.
Unless you consider the "Prussians," the Russians have as good a claim on Kalingrad, and the area around it, as anybody.
"Prussia" used to be the fourth Baltic state, (after Estonia, Latvia, and Lithuania), occupied by a people called the Prussians. It became "German" because the "Teutonic" knights returned from the Crusades in the 13th century, and wanted a new "challenge." Prussia was the furthest south of Baltic territories occupied by "heathen" people, which is why the Teutons captured it, and not the others. Between "execution" and intermarriage, the Prussians melded with the Teutons and lost their identity, unlike the other Baltic peoples.
The Soviet Union occupied Estonia, Latvia, and Lithuania in 1940, and then (East) Prussia in 1945 as spoils of war. Germans were expelled from all these lands, but this had the greatest impact on "Prussia," who by then, had lost its "native" population. After the breakup of the Soviet Union, the other three Baltic states had people to reclaim their homelands, but there were no "Prussians" (other than Germans) to reclaim Prussia, so Russia basically kept it by "default."
I will try to answer from another angle. As stated in the question, after WWII Kaliningrad and the area around became part of USSR. However, an important point is that Kaliningrad became the part of RSFSR (Russian Soviet Federative Socialist Republic, which was the main part of USSR), while Lithuania was LSSR (Lithuanian Soviet Socialist Republic) and Poland was and is another country. After the fall of USSR, former Soviet Republics became separate countries. E.g., LSSR became Lithuania, BSSR became Belarus and so on. And Kaliningrad, as part of RSFSR continued to be part of Russia. So there is no reason to question this territory.
At the end of World War II in 1945, the city became part of the Soviet Union pending the final determination of territorial questions at the peace settlement (as part of the Russian SFSR) as agreed upon by the Allies at the Potsdam Conference:
The Conference agreed in principle to the proposal of the Soviet Government concerning the ultimate transfer to the Soviet Union of the city of Koenigsberg and the area adjacent to it as described above, subject to expert examination of the actual frontier.
The President of the United States and the British Prime Minister declared that they support the proposal of the Conference at the forthcoming peace settlement.
Nowadays it is beautiful Russian city almost named as Russian fore-post in Europe.