I think I missed something somewhere. In Modern Warfare 2, you have to break Captain Price out of a high security prison in a fortress by the sea. Why was he in prison and when was this explained?
Everything here is good guessing, and I believe Infinity Ward did not put "Operation Kingfish" until after 2012(actual life, not ingame). This link has the answer to why Price was in the Gulag. And Kamarov was an ally, not an enemy, because he opposed Makarov. That is why he helps you on the bridge, both of you are enemies to Makarov. Kamarov was actually a Loyalist.
There is also a film based on the mission. The link for the video is also in the top link.
It also says not to respond to other people's answers, but I noticed somethings were a bit ...wrong. There were different types of Russians, hard to explain, but if you read this http://callofduty.wikia.com/wiki/Ultranationalists it might make some more sense when you play.
In the concluding fight of Modern Warfare 1 (the one on the bridge), it is implied that Price is killed (he gets shot a few times). However, it turns out that he was only captured (although you don't see him being captured as you're too busy doing your thing).
It wasn't fully explained, but my assumption is that he was left for dead by the SAS at the end of CoD4 and then captured by the Russians.
However, don't underestimate the power of mediocre writing/plot twists. He's been in every Infinity Ward Call of Duty game as a commander, even though their first two games were WWII. So if they wanted to bring him back in this one, nothing could stop them.
When Kamarov's men thought Price was dead the russians found him alive and brought him to their prison.
He was wanted by the ultra-nationalists for trying to assassinate and killing Zakeahv in 96 and 11.
HE WAS CAPUTERD IN OPERATION KING FISH