The 46-year-old was spotted at Heathrow yesterday, and later landed at LAX as she prepared to confront her husband, the Daily Star reports.
Vinnie, who is still filming a documentary for National Geographic in Moscow, is expected to return to the US in the coming days.
A video showing him kissing Russian singer Lama Safonova outside a Moscow bar emerged last week, with the Snatch star claiming he'd been set up.
"I am humiliated, embarrassed and very sorry," he said.
"I was totally set up at 2am in the morning when leaving a party. I totally love my wife Tanya and my two children."
Safonova claimed that the pair had been having a year-long affair. He was later linked to former Miss Russia Alisa Krylova.